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christian.dipanda avatar image
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CDS Curve APPS & TOOLS Extraction

Bonjour, j'aimerai extraire les données de la courbe CDS via python (cf image ci-dessous). Quels sont les fields pour Tenor, Recovery rate et Default prob ?


1646582587612.png


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Jirapongse avatar image
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@christian.dipanda

The code looks like this.

df, err = ek.get_data('0#VIEEUAMRBMK=', fields = ['GV4_TEXT','MATUR_DATE','PRIMACT_1','SEC_YLD_1'])
df

The output is:

1646630669242.png


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