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
