Hi! I'm using Python refinitiv.dataplatform. I want to retrieve Zero curves which have unite format for all curve points tenors. All the curves OIS, 3M, 6M should have the same curve points tenors like [ON, 1W, 1M, 3M ....].
Is that possible to have this condition written in the request body parameters?
request_body = {"universe":[{
"curveParameters":{
"valuationDate":val_date},
"curveDefinition": {"id":curve,
}}]}
Many thanks!
yes that's possible. to achieve this you simply have to set the property 'curveTenors' in the curve definition.
Regards
Michel
{
"universe": [{
"curveParameters": {
"valuationDate": "2020-06-30"
},
"curveDefinition": {
"currency": "EUR",
"indexName": "EURIBOR",
"name": "EUR EURIBOR Swap ZC Curve",
"discountingTenor": "OIS",
"curveTenors": ["ON", "1W", "1M"]
}
}
],
"outputs": ["Constituents"]
}
Hello @dmitry.benediktovich ,
Did you have a chance to review RDP Postman Starter example
-> IPA ->Financial contracts - SC-curve
Would a curveDefinition clause like:
https://api.refinitiv.com/data/quantitative-analytics-curves-and-surfaces/{ {RDP_VERSION_IPA}}/curves/zc-curves { "universe": [ { "curveParameters": { "valuationDate":"2020-06-30", "interpolationMode": "CubicSpline", "priceSide": "Mid", "interestCalculationMethod": "Dcb_Actual_Actual", "extrapolationMode": "Linear" }, "curveDefinition": { "currency": "EUR", "indexName":"EURIBOR", "name":"EUR EURIBOR Swap ZC Curve", "discountingTenor": "OIS", "indexTenors":["6M","3M"] } }], "outputs":["Constituents"] }
be what you are looking for?
