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»Forums Index »IQFeed Developer »IQFeed Developer Support »Interest Rate Symbols
Author Topic: Interest Rate Symbols (4 messages, Page 1 of 1)

stargrazer
-DTN Evangelist-
Posts: 240
Joined: Jun 13, 2005

Right Here & Now


Posted: Jul 15, 2013 03:59 PM          Msg. 1 of 4
When calculating options parameters, one of the parameters is 'risk free rate of interest'.

Does any one have any suggestions for which symbols to use to obtain that rate for US based symbols? For some non US symbols, I use LIBOR which are symbols like ONLIB.X, 1WLIB.X, 2WLIB.X ....

What would be the USD equiv?

Thank you.

Ray

quickTick
-Interested User-
Posts: 31
Joined: Nov 17, 2013


Posted: Nov 18, 2013 12:27 AM          Msg. 2 of 4
I'd be interested in this as well.

DTN_Tim Walter
-DTN Guru-
Posts: 1064
Joined: Apr 25, 2006


Posted: Nov 18, 2013 09:14 AM          Msg. 3 of 4
Hello,

Our data team told me that the closest to this we might have, would be our PRIME.X symbol. Whether or not this will match what you need I don't know, so please take time to review the numbers to see if they look like what you would expect.

The exact of what you are looking for does not exist to their knowledge within our feed.

Good luck,

Tim

quickTick
-Interested User-
Posts: 31
Joined: Nov 17, 2013


Posted: Nov 18, 2013 02:22 PM          Msg. 4 of 4
Thanks!
 

 

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