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How can I run this API endpoint on CodeBook?

How can I run this API endpoint on CodeBook?


I'm trying to run the following function, but the output is the following problem
"error
0 {'id': '62dc1e15-2ef8-4d91-b0bb-83e4739233d2/6...",how could this be converted to get currency forward data?


Full script:


response = ipa.curve.Curves().get_curve(
universe=[ipa.curve.ForwardCurve(
curve_definition=ipa.curve.SwapZcCurveDefinition(
currency="EUR",
index_name="EURIBOR",
discounting_tenor="OIS"),
forward_curve_definitions=[
ipa.curve.ForwardCurveDefinition(
index_tenor="3M",
forward_curve_tag="ForwardTag",
forward_start_date="2024-03-24",
forward_curve_tenors=
["0D",
"1D",
"2D",
"3M",
"6M",
"9M",
"1Y",
"2Y",
"3Y",
"4Y",
"5Y",
"6Y",
"7Y",
"8Y",
"9Y",
"10Y",
"15Y",
"20Y",
"25Y"]
)
]
)
],
outputs=["Constituents"])
response.data.df


Related:

https://api.refinitiv.com/data/quantitative-analytics-curves-and-surfaces/v1/curves/forward-curves


Can we convert this to run on CodeBook? What should be the script? Thank you.

pythonworkspace#technologycodebookrefinitiv-data-librariesendpoint
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Upvotes
Accepted
80.1k 257 52 75

@kevin.clemente

I am not sure what ipa.curve.Curves().get_curve method is.

However, the ipa.curve.ForwardCurve code should look like this in CodeBook.

import refinitiv.data as rd
from refinitiv.data.content.ipa.curves import forward_curves

rd.open_session()

response = forward_curves.Definition(
    curve_definition=forward_curves.SwapZcCurveDefinition(
                currency="EUR",
                index_name="EURIBOR",
                name="EUR EURIBOR Swap ZC Curve",
                discounting_tenor="OIS"),
    forward_curve_definitions=[
            forward_curves.ForwardCurveDefinition(
                index_tenor="3M",
                forward_curve_tag="ForwardTag",
                forward_start_date="2024-03-31",
                forward_curve_tenors=["0D","1D","2D","3M","6M","9M","1Y","2Y","3Y","4Y","5Y","6Y","7Y","8Y","9Y","10Y","15Y","20Y","25Y"]
                )
            ]
).get_data()


response.data.df

The output is:

1711528199756.png



1711528199756.png (17.9 KiB)
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Upvotes
25.1k 57 17 14

Hello @kevin.clemente

Thank you for reaching out to us. You can use the Endpoint feature of the Data Library for Python to send the HTTP request to the Delivery Platform API endpoint directly. The Endpoint feature resources are as follows:

If you are on the Codebook, there are the IPA Curve with Endpoint feature available on the __Example__/03. Quantitative Analytics/03.08. Curves folder as follows:

codebook.png

About the code with https://api.refinitiv.com/data/quantitative-analytics-curves-and-surfaces/v1/curves/forward-curves endpoint, the example code can be like this:

response = rd.delivery.endpoint_request.Definition(
    method=rd.delivery.endpoint_request.RequestMethod.POST,
    url="https://api.refinitiv.com/data/quantitative-analytics-curves-and-surfaces/v1/curves/forward-curves",
    body_parameters={
      "universe": [
        {
          "curveDefinition": {
              "currency": "EUR",
              "indexName": "EURIBOR",
              "name": "EUR EURIBOR Swap ZC Curve",
              "discountingTenor": "OIS"
          },
            "forwardCurveDefinitions": [ {
                "indexTenor": "3M",
                "forwardCurveTag": "ForwardTag",
                "forwardStartDate": "2021-02-01",
                "forwardCurveTenors": [
                    "0D","1D","2D","3M","6M","9M","1Y","2Y","3Y","4Y","5Y","6Y","7Y", "8Y","9Y","10Y","15Y", "20Y","25Y"]
            }
            ]
        }
      ]
    }
  ).get_data()


if response.is_success:
    print(response.data)
else:
    display(response.errors)

Result:

code.png



codebook.png (96.7 KiB)
code.png (100.9 KiB)
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Upvotes
80.1k 257 52 75

@kevin.clemente

I couldn't find how to set the "outputs" parameter in the forward_curves.Definition.

However, you can set in the request message, as shown below.

response = rd.delivery.endpoint_request.Definition(
    method=rd.delivery.endpoint_request.RequestMethod.POST,
    url="https://api.refinitiv.com/data/quantitative-analytics-curves-and-surfaces/v1/curves/forward-curves",
    body_parameters={
      "universe": [
        {
          "curveDefinition": {
              "currency": "EUR",
              "indexName": "EURIBOR",
              "name": "EUR EURIBOR Swap ZC Curve",
              "discountingTenor": "OIS"
          },
            "forwardCurveDefinitions": [ {
                "indexTenor": "3M",
                "forwardCurveTag": "ForwardTag",
                "forwardStartDate": "2024-03-24",
                "forwardCurveTenors": [
                    "0D","1D","2D","3M","6M","9M","1Y","2Y","3Y","4Y","5Y","6Y","7Y", "8Y","9Y","10Y","15Y", "20Y","25Y"]
            }
            ]
        }
      ],
      "outputs":["Constituents"]
    }
  ).get_data()
 
 
if response.is_success:
    display(response.data.raw)
else:
    display(response.errors)
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