tag: swaps

2 Answers
106 Views
Refinitiv data library for Python to price a USD 5Y swap USD_SB3L and a swaption which take the same swap as underlying
#technology #content python api refinitiv-data-libraries swaps
jiale.ning 1 •
2 Answers
164 Views
IRS pricing using user defined forward curves
rdp-api #product refinitiv-data-platform pricing swaps zero-curve
stephane.kourganoff 1 •
1 Answer
86 Views
RDP IPA: Floored swap market value array
rdp-api #product ipa swaps
Dan.Camp1 3 •
2 Answers
456 Views
SOFR SWAP CURVE
rdp-api #product #content swaps yield-curve
vlad.dimanshteyn 0 •
1 Answer
168 Views
SOFR SWAP Curve
eikon-data-api #technology #content swaps zero-curve yield-curve
vlad.dimanshteyn 0 •
3 Answers
210 Views
How can I get intraday data from today? Since today start of day until the time the script is run?
python python api swaps
f.janeiro 40 •
3 Answers
148 Views
IRS Template Definitions in Instrument Pricing Analytics
#technology api swaps template
mikael.ohman 3 •
2 Answers
261 Views
Timeout errors and too many requests for instrument pricing analytics
python #technology #product pricing ipa time-out swaps
mikael.ohman 3 •
1 Answer
254 Views
How to collect interest rate swap day count conventions in Eikon Python api?
eikon-data-api #content swaps exchange-holidays reference-data
refinitivdocreader 1 •
1 Answer
138 Views
ipa financial contracts Swaption python API not working for call_put = 'PUT'
python refinitiv-dataplatform-eikon ipa swaps
olga.schulz 1 •
1 Answer
219 Views
Currently, we get prefixed benchmarks like TONA TSR by old-style data flow but for the new benchmark like TONA compounding rate, we get it by using IPA service. Is there a way to get the rate of SOFR ICE Swap Rate and FB of it?
rdp-api rdp ipa rdp search swaps
Elvie Jane 16 •
1 Answer
1k Views
How to get Cross Currency Basis discount curves with RDP
rdp-api refinitiv-data-platform forex swaps zero-curve
YERAY SOSA ALONSO 19 •
3 Answers
1.2k Views
How to retrieve Swaption Volatility in Excel API, e.g. http://emea1.apps.cp.thomsonreuters.com/Explorer/GuideDefault.aspx?s=GFI40+AL+3&st=Menu+G+C&context=OV
eikon eikon-data-api python refinitiv-dataplatform-eikon workspace workspace-data-api eikon-com-api swaps
romerson.gadil 3 •
3 Answers
727 Views
ChainStepByStepExample gives only names but require swap rates
elektron refinitiv-realtime elektron-sdk ema-api rrt elektron-message-api swaps
dhruv.arora 27 •
2 Answers
739 Views
bid, ask and mid side of the swap rate
elektron refinitiv-realtime elektron-sdk ema-api rrt elektron-message-api swaps
dhruv.arora 27 •
20 Posts
16 Users
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Michel B avatar image
Michel B
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