How to use the below in Codebook?

Client wants to retrieve the EUR OIS Swap Zero Curve historically using Codebook.

We have this in API Playground. how to use this in codebook?

I also found this in Github but I cant get it to work:

Example.DataLibrary.Python/Examples/2-Content/2.08-IPA-CurvesAndSurfaces/EX-2.08.02-IPA-CurvesAndSurfaces-ZCCurves.ipynb at lseg-data-examples · LSEG-API-Samples/Example.DataLibrary.Python · GitHub

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Jirapongse

@HannaCP

Thank you for reaching out to us.

I tested the code in Codebook and it works fine.

import lseg.data as ld

from lseg.data.content.ipa.curves import zc_curves


ld.open_session()


response = zc_curves.Definition(

    constituents={},

    curve_parameters=zc_curves.ZcCurveParameters(

        valuation_date="2019-08-21",

        price_side="Mid",

        interpolation_mode=zc_curves.ZcInterpolationMode.CUBIC_DISCOUNT,

    ),

    curve_definition=zc_curves.ZcCurveDefinitions(

        currency="EUR",

        index_name="EURIBOR",

        source="Refinitiv",

        discounting_tenor="OIS",

        main_constituent_asset_class="Swap",

    ),

    curve_tag="TAG",

).get_data()


response.data.df

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