I am trying to analyze valuation methods for swaptions. Does anyone know of free example data for these OTC-traded securities?
I agree with Shane; I seriously doubt you're going to find publicly available swaption data for free. You might get some sample data with a textbook, or from a published journal article.
If you only need one example, you can find one in the documentation for the
BermudanSwaption function in the RQuantLib R package.
I will go out on a limb and say that this doesn't exist, unless you have a good relationship and can get some from your broker.
Just for future reference, if you are student or academic, you can request for market data on http://www.quantnet.com/forum/. Many of our members are Wall Street practitioners and as a policy, they will provide such data to help with your research (hence students/academic only). I have been the conduit for many of such transaction in the past.
You will need to be precise about the type of data you need (series, ticker name, timeline, etc). These helpers are not going to waste their time if you have no clue on what data you need.
You can try begging for them, if you're an academician.
I think barchart just released a free market data api, but I doubt it has what your looking for.... freemarketdataapi.barchartondemand.com