=@RDP.Analytics("financialcontracts", "fxforward", "EURUSD", "legs:[(StartTenor:0D Tenor:#2)] Valuationdate:#1", "StartDate;EndDate",,,TradeDate,"1M")
@RALPHPAOLO.NAVARRO
Thank you for reaching out to us.
Please refer to the EX-2.07.04-IPA-FinancialContracts-FXCross.ipynb example. The example use the LSEG Data Library for Python. The code should look like this:
response = cross.Definition( instrument_tag="1M_EURUSD", fx_cross_type=cross.FxCrossType.FX_FORWARD, fx_cross_code="EURUSD", legs=[ cross.LegDefinition( start_tenor="0D", tenor="1M", ) ], pricing_parameters=cross.PricingParameters( valuation_date="2018-02-17T00:00:00Z" ), fields=[ "StartDate", "EndDate" ] ).get_data() response.data.df