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bpsmith / tia

Toolkit for integration and analysis
BSD 3-Clause "New" or "Revised" License
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Download Curve in the past via TIA #60

Open tttmmmm opened 3 years ago

tttmmmm commented 3 years ago

I am trying to download an interest rate curve in the past. Using the following script I get the last curve. How do I specify a date in the past?

import tia.bbg.datamgr as dm curve="YCSW0045 Index" mgr = dm.BbgDataManager() msft=mgr[curve] msft["CURVE_TENOR_RATES"]