question

Upvotes
Accepted
mami.kimura avatar image
7 ●2 ●2 ●3

How do I adjust Values of yAxis displayed on Matrix of FX Volatility Surface IPA?

I am retrieving matrix of IPA FX Volatility surface by using sample file on Github:

https://github.com/Refinitiv-API-Samples/Article.RDPLibrary.Python.VolatilitySurfaces_Curves


However, Values of yAxis seems not correctly displayed on Matrix of FX Volatility Surface IPA.

Although setting up yValues as below in parameter of IPA FX Volatility Surface, the outcome of matrix displays different value of y-axis.

Parameter:

"-0.1","-0.15","-0.2","-0.25","-0.3","-0.35","-0.4","-0.45","0.5","0.45","0.4","0.35","0.3","0.25","0.2","0.15","0.1"

無題5.png

Matrix:

0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9

1631090659993.png


Is it suppose to be displayed this way or is there any way to adjust the value on y-axis?

I would appreciate your help.

rdp-apirefinitiv-data-platformrefinitiv-data-platform-librariesforexipavolatility
無題5.png (3.8 KiB)
1631090659993.png (46.7 KiB)
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

2 Answers

Upvotes
Accepted
Alex Putkov.1 avatar image
39.3k ●77 ●11 ●27

@mami.kimura

If you look at plotting_helper.ipynb notebook in the example you referenced, you'll see that before plotting the chart the example applies function named convert_delta, which transforms delta returned from IPA service from the scale of -0.5 to 0.5 to the scale of 0 to 1. This is why the delta in the chart is displayed on a 0 to 1 scale. If you'd like the delta to be displayed on a -0.5 to 0.5 scale as returned from IPA service, you can modify plotting_helper.ipynb notebook and remove delta scale conversion.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

mami.kimura avatar image mami.kimura
Thank you very much!
Upvotes
jonathan.legrand avatar image
2.6k ●19 ●2 ●2

Hi @mami.kimura ,


May I ask for the RICs you used to get this data?

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.