tag: swaps

2 Answers
107 Views
Python Refinitiv Data IPA Financial Contract IR Swap intra-day pricing with datetime
python #content ipa swaps
Dan.Camp1 3 •
1 Answer
62 Views
How can I retrieve in Excel historical swaption volatility surfaces?
workspace #technology data excel swaps volatility-surface
jacopo.rennenkampff 1 •
1 Answer
43 Views
How to retrieve historical swaption volatilities in Excel?
workspace #technology time-series excel swaps
jacopo.rennenkampff 1 •
1 Answer
146 Views
Historical CDS Data for all S&P 500 firms
eikon-data-api #content python api swaps
buehrmar 1 •
2 Answers
189 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
217 Views
IRS pricing using user defined forward curves
#product rdp-api refinitiv-data-platform pricing swaps zero-curve
stephane.kourganoff 1 •
1 Answer
118 Views
RDP IPA: Floored swap market value array
#product rdp-api ipa swaps
Dan.Camp1 3 •
2 Answers
773 Views
SOFR SWAP CURVE
#product rdp-api #content swaps yield-curve
vlad.dimanshteyn 0 •
1 Answer
281 Views
SOFR SWAP Curve
eikon-data-api #technology #content swaps zero-curve yield-curve
vlad.dimanshteyn 0 •
3 Answers
365 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
198 Views
IRS Template Definitions in Instrument Pricing Analytics
#technology api swaps template
mikael.ohman 3 •
2 Answers
299 Views
Timeout errors and too many requests for instrument pricing analytics
python #technology #product pricing ipa time-out swaps
mikael.ohman 3 •
1 Answer
354 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
148 Views
ipa financial contracts Swaption python API not working for call_put = 'PUT'
python refinitiv-dataplatform-eikon ipa swaps
olga.schulz 1 •
1 Answer
255 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 •
24 Posts
18 Users
0 Followers

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Michel B
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