Unable to get Forward Curve for NOK (NIBOR) in RDP IPA
We are looking to generate the forward curve for different currencies. While we are able to generate the curve for the following currency and index name combination:
currency indexName
USD LIBOR
EUR EURIBOR
GBP LIBOR
SEK STIBOR
ZAR JIBOR
CHF LIBOR
DKK CIBOR
it does not seem to work for NOK (NIBOR)
Sample call:
POST URL: https://api.refinitiv.com/data/quantitative-analytics-curves-and-surfaces/v1/curves/forward-curves
BODY:
{
"universe": [
{
"curveDefinition": {
"currency": "NOK",
"indexName": "NIBOR",
"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"
]
}
]
}
]
}
It always returns:
{
"data": [
{
"error": {
"id": "0869c25e-c9f3-4764-8dec-c90bec681cc7/0869c25e-c9f3-4764-8dec-c90bec681cc7",
"code": "QPS-Curves.10",
"message": "The service failed to find the curve constituents"
}
}
]
}
Best Answer
-
I believe the indexName for NOK should be "OIBOR".
0
Answers
-
Thank you @Alex Putkov.1 This definitely answers my query. I was able to get a response after changing the indexName to OIBOR.
0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 37 Alpha
- 167 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 708 Datastream
- 1.5K DSS
- 633 Eikon COM
- 5.3K Eikon Data APIs
- 15 Electronic Trading
- 1 Generic FIX
- 7 Local Bank Node API
- 7 Trading API
- 3K Elektron
- 1.5K EMA
- 260 ETA
- 571 WebSocket API
- 41 FX Venues
- 16 FX Market Data
- 2 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 26 Messenger Bot
- 4 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 284 Open PermID
- 47 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 25 RDMS
- 2.3K Refinitiv Data Platform
- 17 CFS Bulk File/TM3
- 907 Refinitiv Data Platform Libraries
- 5 LSEG Due Diligence
- 1 LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 27 DACS Station
- 126 Open DACS
- 1.1K RFA
- 108 UPA
- 197 TREP Infrastructure
- 232 TRKD
- 921 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 106 Workspace SDK
- 11 Element Framework
- 5 Grid
- 19 World-Check Data File
- 1 Yield Book Analytics
- 48 中文论坛