Is there a way to fetch credit spreads and base spreads using rest api?

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anand

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Is there a way to fetch credit spreads and base spreads using rest api?

dss-rest-api datascope-select dss bonds derivatives

Mar 16, 2017 at 06:59 AM

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Answer 1 · 2017-03-22T05:06:17Z

Christiaan Meihsl

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@anand

DSS delivers several spreads, all are accessible through the GUI or the API.

A Terms and Conditions extraction can deliver field Original Spread which is the Original basis point spread over the Treasury benchmark when the bond was issued. This is for the following asset types: Gov't/Agency, Corporate (Invest Grade), Corporate (High Yield), Convertible.

An End of Day extraction has 25 spread related fields:

Does this fit your need ?

If not, can you give us more detail on the exact definition of the spreads you require, and for which asset classes ?

eodspreads.png (53.2 KiB)

Mar 22, 2017 at 05:06 AM

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Attachments: Up to 2 attachments (including images) can be used with a maximum of 5.0 MiB each and 10.0 MiB total.

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Is there a way to fetch credit spreads and base spreads using rest api?

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Is there a way to fetch credit spreads and base spreads using rest api?

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