How to retrieve historical swaption volatilities in Excel?

jacopo.rennenkampff

I need to get swaption volatility surfaces for a time lenght of at least 10 years. It is for my master thesis.

I looked up at the Q&A and I tried to insert them with RHistory function: =RHistory("USD3MFSR";"BID.TIMESTAMP;BID.CLOSE";"NBROWS:1500 INTERVAL:1D";"CH:IN;Fd STREPEAT:N";B3)

Unfortunately it's not working. It says that CH it's not a valid refresh parameter. What can I do?

aramyan.h

Hi @jacopo.rennenkampff ,

This forum is dedicated to API related questions. For content and/or Excel related questions, please raise a query via Helpdesk either from Help&Support section on Workspace or via my.refinitiv.com.

Best regards,

Haykaz