May I know which discount curves are used for FX Forward Python data API?

Hanson_Yang
Hanson_Yang Newcomer
edited September 24 in Refinitiv Data Platform Libraries

For refinitiv.data.content.ipa.financial_contracts.cross, I couldn't find any input/output field for the discount curve in the source document, may I know which discount curves are used for FX Forward (e.g. EURUSD GBPUSD)?

Tagged:

Answers

  • Jirapongse
    Jirapongse ✭✭✭✭✭

    @Hanson_Yang

    Thank you for reaching out to us.

    I assume you're referring to the IPA Financial Contracts: FX Cross Contracts documentation.

    If you’re unable to find the information you need there, please reach out directly to the Instrument Pricing Analytics – Delivery Platform support team via LSEG Support.

    Please include the URL of this discussion in your raised question to prevent it from being redirected back to this Q&A forum.

Categories