PM me Hazim, I might be able to send you skew data on EUR & USD for swaptions & caps.Regards.

PM me Hazim, I might be able to send you skew data on EUR & USD for swaptions & caps.Regards.

Thanks quantman. I sent you a PM.

QuoteOriginally posted by: quantmanPM me Hazim, I might be able to send you skew data on EUR & USD for swaptions & caps.Regards.Hi quantman,Could you send me the same data sets that you sent Hazim please? I am also having a hard time trying to find caps, swaptions, forward curve data that complement each other.

QuoteOriginally posted by: haZimI am in quite desperate need for IR caps and swaptions data for USD and EUR. Is there anyone who could help with this? I work in energy and do not know where to find this. Tried on Bloomberg but I am not sure that the vol cube has all I need. To be specific I am looking for :1. Swap rates for start dates and tenors of 3m, 6m, 1Y, 2Y, 10Y, 20Y, 30Y.2. Caplet implied volatility data accross strikes for the same data as 1.3. Swaptions implied volatility data accross strikes for the same data as 1.Is there anyone who could help on this forum? Thank you very much.Another alternative is at the click of a button from Murex Live. Those three things you are looking for are just there.

the answer for point 1: Euro: 3months: EUR003M Index <GO> HP <GO>, here you can set your start date. 6months: same for EUR006M Index 1 year: EUSA1 Index following tickers are EUSA2 Index, EUSA3 Index, so on..USD: US003M Index, USSA1 Index and so on (it shoul be,try!)Sor