FOR IPA Volatility Surfaces : ETI
CLient is asking if it safe to use pricing paramenter option:
Settle (deprecated) in inputVolatilityType and when will be the deadline for this field? The data is shown here:
https://developers.refinitiv.com/en/api-catalog/refinitiv-data-platform/refinitiv-data-platform-apis/documentation#ipa-volatility-surfaces-eti
I just ran a quick test on API Playground. When I set {"inputVolatilityType": "Settle"} in the surfaceParameters, the response returned an error saying "Invalid input: Unbindable json. Error converting value \"Settle\" to type 'System.Nullable`1[TR.Qps.Models.MarketData.Enums.EVolatilityType]".
As the documentation says and as my test confirms, "Settle" enumerated value has been deprecated for inputVolatilityType parameter and it is no longer possible to use it.
@Alex Putkov. THANK YOU! Internal has additional query:
@Alex Putkov. my apologies, I forgot to mention that 'Settle' actually still worked s provided by the internal and also worked no my end.
{
"universe": [
{
"surfaceTag": "1",
"underlyingType": "Eti",
"underlyingDefinition": {
"instrumentCode": "0700.HK@RIC"
},
"surfaceParameters": {
"priceSide": "Mid",
"volatilityModel": "SVI",
"inputVolatilityType": "Settle",
"xAxis": "Date",
"yAxis": "Strike"
},
"surfaceLayout": {
"format": "Matrix",
"yPointCount": 10
}
}
]
}