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Risk Free rate for Black scholes

Hello, I want to find out if there is any api offered by Refinitiv that has the risk free rate for Black scholes? I'm working on a research paper that uses this data. Also if yes, what is the price ?

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Hi @mikeyu4281 ,

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?

If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.


Thanks,

AHS

Hello @mikeyu4281
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Hi @mikeyu4281

In addition to the suggestions outlined by @zoya faberov, you may also find the details using the IPA (Instrument Pricing Analytics) service available within RDP (Refinitiv Data Platform).

Specifically, within the RDP API Playground, the /data/quantitative-analytics/v1/financial-contracts API endpoint provides the ability to choose a Black Scholes pricing model and select the risk-free rate. You can find more information related to this within the IPA Financial Contracts - ETI document within the Developer Portal.

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Hello @mikeyu4281 ,

Running a quick search, using RIC Search tool on developers portal, to better understand the content you are asking about:

ricsearch.gif

I see that risk free rates are available, via the following instruments:

riskfreerates.gif

Therefore, you will be able to request this content by RIC, using Eikon Data API Python. As your question is asked in Eikon Data API forums, I am assuming that you have Refinitiv Workspace or Eikon product, and your primary interest is integrating using Eikon Data API?

For pricing information on products and content, please refer directly to Refinitiv Sales&Marketing.


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riskfreerates.gif (106.5 KiB)
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Hi, I tried to go to the api playground, but the page isn't loading.

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Hi @mikeyu4281

Just to confirm, the above link is broken - gives you a page not found or you are unable to login? I just tried it again and it presents me with a login page.

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The page just hangs after clicking on api playground, 1643035418143.png


1643035418143.png (15.5 KiB)
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now getting, access denied, 1643035487296.png


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Hi @mikeyu4281

I don't know products/services you are signed up for. I would suggest you reach out to your Refinitiv Account Manager to confirm if you can access data services within the Refinitiv Data Platform. If you did, you should have received a Welcome email providing you with instructions and login credential, which includes the ability to access the API Playground.

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