I apologize for asking this very simple question, but I was reading through this chart for the first time, and I would like to know where on Bloomberg can I find data like these, since I have to price a cap with a different trade date. Are these data free? Should I create an account on the website? Thank you in advance.
Not quite what you want, because I do not have access to European Interest Rate Swap Data, but still wanted anyone who comes across this question to have an idea on what type of data is available out there.
Example of Interest Rate Volatility Data
An example of a product that allows you to trade interest rate volatility.
The TYVIX index, or the CBOE/CBOT 10-year U.S. Treasury Note Volatility IndexSM, is calculated using CBOE’s well-known VIX® methodology to measure expected 30-day volatility of U.S. 10-year Treasury Note futures prices.
The index is constructed with a transparent methodology and uses transparent inputs from the most actively traded futures on U.S. government debt.