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Dec 3, 2021 · A realised rate calculator and a calculator that integrates the recommended formula in floating rate notes (FRNs) and SWAPs can be useful here. Performing valuation: this involves creating discount curves and forward curves.
Refinitiv has built a Compounding Calculator that helps banks in computing backward-looking RFRs and projects them to forward-looking interest rates. With this they also get a Valuation tool that converts interest rate and cross currency swaps to RFR exposures from IBOR exposures, considering ISDA fall back rates.
Jul 21, 2021 · I am trying to collect some SOFR RIC (eg. SONIAOSR=) field values through RFA, and I want to know, 1) if the fields are correct PRIMACT_1 (value) and VALUE_DT1, VALUE_TS1 (fixing date and time) 2) for the RIC /SARON.S, there are no such fields return. *For previous RIC with tenor (eg.
Oct 5, 2020 · Calculating Risk-Free Rates. So, how can the Refinitiv Data Platform help you migrate to RFR? The Data Platform offers a Financial Contracts API which we can use to create an Interest Rate Swap...
Mar 13, 2024 · UF Business Library: Refinitiv Cheat Sheet: Help, Guides, Training, Tips & Tricks
Dec 15, 2020 · Hello, I am in trouble to find how to retrieve daily return of a stock, the related daily market return and also the daily the return for industry portfolio for a year. For stock, I see this formula in Eikon excel, but how it work in eikon API Python? Related to that defined stock (as the benchmark), can I take the average market return and ...
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related to: how does refinitiv calculate rf value in statisticsLSEG Equips The Financial Community With Advanced Technology, Data & Expertise. Stay Up To Speed With Our Latest News & Insights. Refinitiv Is Now Named LSEG.