Curve points tenors

dmitry.benediktovich

Hi! I'm using Python refinitiv.dataplatform. I want to retrieve Zero curves which have unite format for all curve points tenors. All the curves OIS, 3M, 6M should have the same curve points tenors like [ON, 1W, 1M, 3M ....].

Is that possible to have this condition written in the request body parameters?

request_body = {"universe":[{

"curveParameters":{

"valuationDate":val_date},

"curveDefinition": {"id":curve,

}}]}

Many thanks!

Michel B

Hi @dmitry.benediktovich

yes that's possible. to achieve this you simply have to set the property 'curveTenors' in the curve definition.

Regards

Michel

{
    "universe": [{
            "curveParameters": {
                "valuationDate": "2020-06-30"
            },
            "curveDefinition": {
                "currency": "EUR",
                "indexName": "EURIBOR",
                "name": "EUR EURIBOR Swap ZC Curve",
                "discountingTenor": "OIS",
                "curveTenors": ["ON", "1W", "1M"]
            }
        }
    ],
    "outputs": ["Constituents"]
}