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May I know how can I extract historical interest rate curve data?
May I know how can I extract historical interest rate curve data? E.g. Provide a currency and a valuation date, use Python API to extract the government benchmark curve rates for that currency as of the valuation date.
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Interest Rate Swap Calculator via API vs Workspace
I am trying to replicate the function SWPR I can use directly on Workspace using the lseg-data python library. Unfortunately I have not been able to match the results and I ask you help in this sense. At this time I am interested to the metrics resulting in the "RISK" tab highlighted, specifically DV01 and Modified…
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How in Workspace get same result with IPA service as with Excel function RPD.DateCalcPeriod?
Hello, how we can get the same result with Instrument Pricing Analytics Delivery Platform (IPA) as with the Excel function RDP.DateCalcPeriod? In Excel we get the result 24.06.2025: But in .NET application using IPA service we get nothing. We use the following JSON request: Do you have the technical description for…
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IPA Financial Contracts: Option Contracts - FX
Hi team, Is it possible to have a sample code using this IPA Financial Contract for option contracts? developers.lseg.com/en/api-catalog/refinitiv-data-platform/refinitiv-data-platform-apis/documentation/manuals-and-guides/ipa-financial-contracts/ipa-financial-contracts-option-contracts-fx#InstrumentDefinition
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Client is using LSEG Workspace Light for macOS
I am building a bond coupon cashflow planner on top of , using the lseg-data Python SDK (IPA financial_contracts). I have encountered a reproducible issue: • For some ISINs, Workspace terminal clearly shows upcoming coupon Pay Dates (e.g., 26–27 Aug 2025). • But when querying via IPA cashflows…
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Is there a way to modify "TurnsCcy1Array", "TurnsCcy2Array" to retrieve fx swap point for turn dates
response = cross.Definition( instrument_tag="Fx-Forward", fx_cross_type=cross.FxCrossType.FX_FORWARD, fx_cross_code=ccy_pair, legs=[ cross.LegDefinition(end_date="2026-10-01") ], pricing_parameters=cross.PricingParameters( valuation_date=today.strftime('%Y-%m-%d')), extended_params={ "marketData": { "fxSwapPoints": [ {…
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FX cross in Turn Dates in API
Hi team, Specialist here from Customer Support. Related to this q&a Is there a way to retrieve Turn Dates for a specific currency pair directly on Python ? — LSEG Developer Community there is a specific parameter if you want to calculate CCy1 or CCy2 which is then discussed in this guide:…
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How shall I extract the floating rates used in the model from the python API pricer for swaps?
Hi, I am currently using Python API (online pricer) for interest rate swaps (refinitiv.data.content.ipa.financial_contracts.swap), and I want to extract the floating rates used in the model, do you know how to extract? Thanks.
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Is there a way to retrieve Turn Dates for a specific currency pair directly on Python ?
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How can I get the historical volatility surface on future option ?
I saw we can get the last volatility surface on workspace with CEVOLSURF and click on <SISURF1> for exemple for silver. I'm using eikon python package, how can I pull the data ? Is it possible to to get the the above surface at a given date ?
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Basis pricing for Physical commodities
I want to get FX broken dates calculator to hedge basis price contracts for commodities e.g. Cotton. Sample code as below: df = ld.get_history('JCI-CTN-ANHUI','TRDPRC_1',start='01-Jan-2025',end='26-Jun-2025') #This is spot price for China Anhui cotton. df2 =…
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CDS data via LSEG API, stuck after reading all Developer Community threads
Hi All I’m doing some academic research around ESG and Credit Spreads and am using LSEG data for it. The data I’m downloading from the LSEG Data platform via API. I’m able to download ESG and fundamental data, however, I’m struggling with the CDS Data. I understand that the LSEG Data API is the new version of the Refinitiv…
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Would you know where I could find out the corresponding python call for the formula:
=@RDP.Analytics("financialcontracts", "fxforward", "EURUSD", "legs:[(StartTenor:0D Tenor:#2)] Valuationdate:#1", "StartDate;EndDate",,,TradeDate,"1M")
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Cannot find the needed Workspace functions on the API Playground
Hello, We upgrade our internal .NET application which currently uses Refinitiv Eikon version 4.0 .NET API. Because of migration to LSEG Workspace from Eikon we try to modify our application and use the new functions from LSEG Workspace. Currently we have 2 functions from EikonDesktopDataAPI in use in our application:…
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Calculation of FX Forward start date and Maturity date
Hello friend, I'm using Workspace Codebook to calculate FX forward start date and maturity date. I remembered that we have adfin function is something like FxCalcPeriod() to get the Maturity Date of FX forward if I provide the currency pairs, Start Date, and Tenor as input. Do we have a similar script for Codebook? Thanks…
