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Download Curve in the past via TIA #60

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tttmmmm opened this issue Feb 5, 2021 · 0 comments

tttmmmm commented Feb 5, 2021

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"]

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