How to extract LIBOR 3M swap curve (over 12 months) by sending request to DSS REST API?

841872716

1) which kind of request should be used to do so ? EndOfDayPricingExtractionRequest or PriceHistoryExtractionRequest or IntradayPricingExtractionRequest ?

2) what content field names should be used if I want to extract currency code, close price, trade date, security description, RIC and value date of 3M swap curve of currencies GPB and USD ?

3) Can give an example please?

zoya faberov

Hello @841872716,

Please see this relevant discussion thread of the same or very similar.

Please let us know if you are able to proceed as suggested, or need a hand?