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Question by hazel.valenzuela1 · Jan 20 at 09:01 PM · rdp api

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"
}
}
]
}

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REFINITIV
Best Answer
Answer by Alex Putkov. · Jan 20 at 11:03 PM

I believe the indexName for NOK should be "OIBOR".

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REFINITIV
Answer by hazel.valenzuela · Jan 28 at 11:31 AM

Thank you @Alex Putkov. This definitely answers my query. I was able to get a response after changing the indexName to OIBOR. :)


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