How to extract DV01 from 10 year US Treasury Yield curve using Eikon API? The data is on a page of R

Best Answer

  • raksina.samasiri
    Answer ✓

    Hi @Yihan.Luo ,

    Using Data Item browser with RIC 91282CLF6=, the DV01 field can be found as below

    1723606368973.png

    here's the code and its result

    import refinitiv.data as rd
    rd.open_session()
    df = rd.get_data(
    universe = ['91282CLF6='],
    fields = ['TR.DV01Analytics']
    )
    display(df)

    1723606432068.png