Hi, I'm using Python refinitiv.dataplatform. I would like to obtain Yield curve data (EURIBOR, SONIA, SOFR, PRIBOR,...).
I tried this code and it didn't help:
endpoint = rdp.Endpoint(session,'https://api.refinitiv.com/data/quantitative-analytics-curves-and-surfaces/v1/curves/interest-rate-curves/definitions/triangulate') request_body = { "universe": [ { "currency": "EUR", "indexName": "EURIBOR", "source": "Refinitiv"} ]} reeponse = endpoint.send_request(method = rdp.Endpoint.RequestMethod.POST, body_parameters = request_body)
Also, I tried this:
rdp.open_platform_session(APP_KEY, rdp.GrantPassword(username=RDP_LOGIN, password=RDP_PASSWORD)) url = "https://api.refinitiv.com/data/quantitative-analytics-curves-and-surfaces/v1/curves/interest-rate-curves/definitions/triangulate" payload = json.dumps({ "universe": [ { "currency": "EUR", "indexName": "EURIBOR", "source": "Refinitiv" } ]}) headers = { 'Content-Type': 'application/json'} response = requests.request("POST", url, headers=headers, data=payload)
Is there any possible solution?
Thanks!
DB