Calculate Caplets volatility surface using RDP Surfaces IPA with user inputs

anass.yazane.1
anass.yazane.1
in Refinitiv Data Platform Libraries

dear developer community

i have a question regarding the use of RDP Surfaces IPA (https://api.refinitiv.com/data/quantitative-analytics-curves-and-surfaces/v1/surfaces).

indeed, the IPA accpet as parameter to specify a source, i'm wondering if rather than indicating a contributor source if it's possible to specify as input a user volat surface to be stripped.

many thanks for your help.

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Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @anass.yazane.1

    Thanks for reaching out to us.

    You can contact the Instrument Pricing Analytics - Refinitiv Data Platform support team directly via MyRefinitiv to verify which parameter can be used to specify a contributor source.

    I hope that this information is of help.

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