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API Playground Error
Hi, I noticed in this example on the API playground the interpolationMode is specified as ForwardMontoneConvex. Yet when examining MarketData the interpolationMode is CubicSpline: Is this a bug?
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Get Discount Curve From Swap Pricing (Refinitiv API)
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: Could I please have some help finding this curve? Thank you.
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Define constituents instruments of zero rate curve and then calculate
Hi, I am exploring zc_curves inside refinitiv.data.content.ipa.curves and want to define constituents of the curve by myself, e.g. choose some tenors of the IRS rather than using refinitiv default instruments. Then when I pull the zero rate curve, refinitiv calculates the curve based on my selected instruments. Is it…
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Trying to build ZC Curve
Hi, I am trying to build my own ZC curve with custom constituents but i am receiving an error about 'AvailableTenors field is blank or empty'. But there is no 'AvailableTenors' field in the API playground sample code: Is there any better documentation/examples for this? The following article here:…
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API script to get coupon payment date on business day basis.
Please advise how to get coupon payment date on business day basis (which is next day if coupon date falls on holiday) by API. Example of the expected result is attached. https://us.v-cdn.net/6038239/uploads/93CBCKEI7AH8/cash-flow-bond-structure-realtime-sample.xlsx I checked the site Documentation | Devportal but not able…
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Cannot access IPA API endpoints
I get the following error when using the example code (Examples/Quantitative Analytics/Curves/Cross_Currency_Curves). The code is supposed to fetch a curve from https://api.refinitiv.com/data/quantitative-analytics-curves-and-surfaces/v1/curves/cross-currency-curves/forward-curves . I am wondering if these endpoints are…
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FX option - can't run the example code
Hi, I'm in the codebook examples: 03. Quantitative Analytics/03.07. Common and utilities/Option_Pricing, specifically looking at the OTC FX Option example. I am able to run the code as presented, but when I introduce a historical valuation date, I am getting an error. Can you let me know the issue? Below is the code I am…
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May I know which discount curves are used for FX Forward Python data API?
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)?
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May I know how can I extract historical interest rate curve data?
May I know how can I extract historical interest rate curve data? E.g. Provide a currency and a valuation date, use Python API to extract the government benchmark curve rates for that currency as of the valuation date.
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Interest Rate Swap Calculator via API vs Workspace
I am trying to replicate the function SWPR I can use directly on Workspace using the lseg-data python library. Unfortunately I have not been able to match the results and I ask you help in this sense. At this time I am interested to the metrics resulting in the "RISK" tab highlighted, specifically DV01 and Modified…
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How in Workspace get same result with IPA service as with Excel function RPD.DateCalcPeriod?
Hello, how we can get the same result with Instrument Pricing Analytics Delivery Platform (IPA) as with the Excel function RDP.DateCalcPeriod? In Excel we get the result 24.06.2025: But in .NET application using IPA service we get nothing. We use the following JSON request: Do you have the technical description for…
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IPA Financial Contracts: Option Contracts - FX
Hi team, Is it possible to have a sample code using this IPA Financial Contract for option contracts? developers.lseg.com/en/api-catalog/refinitiv-data-platform/refinitiv-data-platform-apis/documentation/manuals-and-guides/ipa-financial-contracts/ipa-financial-contracts-option-contracts-fx#InstrumentDefinition
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Client is using LSEG Workspace Light for macOS
I am building a bond coupon cashflow planner on top of https://us.v-cdn.net/6038239/uploads/NNEV6D3Y53TA/coupons-2025-08-18.xlsx https://us.v-cdn.net/6038239/uploads/WZMRS14O87W6/coupons-2025-08-25.xlsx , using the lseg-data Python SDK (IPA financial_contracts). I have encountered a reproducible issue: • For some ISINs,…
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Is there a way to modify "TurnsCcy1Array", "TurnsCcy2Array" to retrieve fx swap point for turn dates
response = cross.Definition( instrument_tag="Fx-Forward", fx_cross_type=cross.FxCrossType.FX_FORWARD, fx_cross_code=ccy_pair, legs=[ cross.LegDefinition(end_date="2026-10-01") ], pricing_parameters=cross.PricingParameters( valuation_date=today.strftime('%Y-%m-%d')), extended_params={ "marketData": { "fxSwapPoints": [ {…
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FX cross in Turn Dates in API
Hi team, Specialist here from Customer Support. Related to this q&a Is there a way to retrieve Turn Dates for a specific currency pair directly on Python ? — LSEG Developer Community there is a specific parameter if you want to calculate CCy1 or CCy2 which is then discussed in this guide:…
