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Define constituents instruments of zero rate curve and then calculate
Hi, I am exploring zc_curves inside refinitiv.data.content.ipa.curves and want to define constituents of the curve by myself, e.g. choose some tenors of the IRS rather than using refinitiv default instruments. Then when I pull the zero rate curve, refinitiv calculates the curve based on my selected instruments. Is it…
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IRS pricing using user defined forward curves
Hello, I have successfully constructed a custom forward curve using my own parameters and instruments through RDP API. forward_zcCurve_endpoint = rdp.Endpoint(session, "https://api.refinitiv.com/data/quantitative-analytics-curves-and-surfaces/v1/curves/forward-curves") user_defined_zc_response =…
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SOFR SWAP Curve
I would like to retrieve SOFR SWAP Curve. What's the mnemonic for it and how do I retreive it? TY
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Canadian Dollar Zero Coupon Yield Curve
I am trying to get data for the Canadian Dollar Zero Coupon Yield curve with OIS Discounting. I see that I can get data (for example getting the 1Y point) using the RIC "CAD1YZ=R". This however, does not use OIS discounting. I can also see that I can get data using OIS discounting, for example "CAD1YOIS=", but this is does…
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how to get constituents zero rate data of zero curve 0#USDZ=R?
Hi, I am really new to eikon python API and I would greatly appreciate any help or quick pointer on how to obtain constituents yield/zero rate of a zero curve with RIC 0#USDZ=R? I tried to use get_data with RIC='0#USDZ=R' but it seems it won't have magic to get all constituents (e.g., ON to 50Y). Thanks for any tips or…
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Apparent inconsistency in GPB Libor 6M ZC curve
Good Morning, I am using RDP to retrieve GBP Libor 6M curve, and I have noticed that there is a difference with the data that I get from the Eikon Desktop Application using the RIC for Zero Coupon Curves 0#GBPSBSLZ=R. I would appreciate if you could explain me the reasons for the difference that I am going to show now. In…
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Apparent inconsistency in GPB Libor 6M ZC curve
Good Morning, I am using RDP to retrieve GBP Libor 6M curve, and I have noticed that there is a difference with the data that I get from the Eikon Desktop Application using the RIC for Zero Coupon Curves 0#GBPSBSLZ=R. I would appreciate if you could explain me the reasons for the difference that I am going to show now. In…
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How to get Cross Currency Basis discount curves with RDP
Hi, I would like to ask how to get the cross-currency basis discount curve. For example, It can be seen in the Eikon desktop application under the ric 0#EURUSDQQZ= (for EURvsUSD). I didn't see any endpoint which can retrieve those kinds of curves in the API playground and I was wondering if I am missing something out.…
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Zero Yield Curve data
Hi, I would like to download with the API, the historical information (either for a specific period or day) of the discount curve whose field in excel is 'DISC_FACTR.Value' and for the due date whose field in excel is 'MATUR_DATE'. The RIC I am consulting is 0#EURAMMEZ=R Thanks
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Download Swap Zero Curve with Rstudio
Hi, I'm trying to download with Rstudio through Api the Swap Zero Curve for Euribor1M with all tenors available in one day, but I can't get any value. Can someone help me to solve the error?. curve <- get_timeseries('0#EURAMMEZ=R',"CLOSE","2020-06-16T00:00:00","2020-06-16T00:00:00","daily") Thanks
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Incomplete historic time series data for USDONZ=R
Hi, I am trying to pull historic data for EURONZ=R and I think there is some incomplete histic data. As per below, example period 2005-2007 returns: get_hist_rate('/EURONZ=R','2005-12-07','2007-02-20') Error with /EURONZ=R: No data available for the requested date range Traceback (most recent call last): File…
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How can I pull the 3m EUR swap zero curve (0#EURABQEZ=R) to Python?
Hi, I'm trying to pull above zero curve to python via the eikon api. I also need the curve at past dates. Can you please assist? Thanks, Steffen
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Which RICs need to use to get historical data from TS1 database for Russian government zero-curve ?
The following RICs, uses for getting market data, don’t allow to get this TS1 data RUGV3MZ=CBRF RUGV6MZ=CBRF RUGV9MZ=CBRF RUGV1YZ=CBRF RUGV2YZ=CBRF RUGV3YZ=CBRF RUGV5YZ=CBRF RUGV7YZ=CBRF RUGV10YZ=CBRF RUGV15YZ=CBRF RUGV20YZ=CBRF RUGV30YZ=CBRF
