Overview

Summary

ForwardCurve content object gives your application an easy access to forward curve calculations.

Example of usage

import { ContentDefinition, IPA } from '@refinitiv-data/data';

const session = /* session creation is omitted */

(async () => {
    await session.open();

    const forwardCurveDefinition = {
        indexTenor: '3M',
        forwardCurveTag: 'ForwardTag',
        forwardStartDate: '2021-02-01',
        forwardCurveTenors: ['0D', '1D'],
    };

    const swapCurveDefinition = {
        currency: 'EUR',
        indexName: 'EURIBOR',
        discountingTenor: 'OIS',
    };

    const forwardCurveRequestItem = {
        curveDefinition: swapCurveDefinition,
        forwardCurveDefinitions: [forwardCurveDefinition],
    };

    const curves = IPA.Curves.ForwardCurve.Definition(
        forwardCurveRequestItem,
    );

    try {
        const forwardCurvesData = await curves.getData(session);
        console.log('ForwardCurves data: ', forwardCurvesData.data.raw);
    } catch (err) {
        console.log(err);
    } finally {
        session.close();
    }
})();