Get Discount Curve From Swap Pricing (Refinitiv API)

Zaki

I have priced the following swap and see the DiscountCurveName. I would now like to see the constituents of the curve. I tried searching for it but could not find any results:

Screenshot 2025-10-28 114829.png

Could I please have some help finding this curve? Thank you.

Jirapongse

@Zaki

Thank you for reaching out to us.

I found that you have submitted this question to the support team. The case number is 15356748.

The product team has shared a request message and I can convert it to the following code.

response = zc_curves.Definition(


    constituents={


        "interestRateInstruments": {


            "TRY": {


                "deposits": [


                    {


                        "instrumentDefinition": {


                            "instrumentCode": ".TLREF",


                            "tenor": "ON",


                            "template": "TRY"},


                        "basis": ["OIS"]


                    }


                ]


            }


        }


    },


    curve_parameters=zc_curves.ZcCurveParameters(


        calendar_adjustment="Calendar",


        calendars=["TUR_FI"],


        compounding_type="Compounded",


        interest_calculation_method="Dcb_Actual_Actual",


        use_convexity_adjustment = False,


        price_side="Mid",


        interpolation_mode=zc_curves.ZcInterpolationMode.CUBIC_DISCOUNT,


        ignore_invalid_instrument=True


    ),


    curve_definition=zc_curves.ZcCurveDefinitions(


        # constituent_override_mode="MergeWithDefinition",


        currency="TRY",


        index_name="TLREF",


        curve_tenors=["0D", "ON", "1M"],


        discounting_tenor="OIS",


        ignore_existing_definition=True,


        index_tenors=["OIS"],


        name="My Custom Curve"


    ),


    curve_tag="TAG",


    outputs = ['Constituents']


)

You can refer to this example on GitHub.

If it doesn’t work, please contact the support team for that case and request the message format needed to retrieve the required data. Once you have it, I can help convert it into Python code.