ZcCurve.Definition
Summary
The method is used to create the Definition for a ZcCurve.
Methods
Definition(params: ZcCurve.CurveDefinition | ZcCurve.Params)
Allows you to create a ZcCurve Definition object
ZcCurve.Params properties
| Property | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| curveDefinition | No | - | CurveDefinition[] | see CurveDefinition |
| curveParameters | Yes | - | ZcCurveMainParameters[] | see ZcCurveMainParameters |
| curveTag | Yes | - | string | - |
| outputs | Yes | - | string[] | - |
| extendedParams | Yes | - | {[key: string]: any} | Specifies the parameters that will be merged with the request |
ZcCurve.CurveDefinition
| Property | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| currency | Yes | - | string | - |
| discountingTenor | Yes | - | string | - |
| id | Yes | - | string | - |
| indexName | Yes | - | string | - |
| indexTenors | Yes | - | string[] | - |
| mainConstituentAssetClass | Yes | - | enum | See MainConstituentAssetClass |
| name | Yes | - | string | - |
| pivotCurveDefinition | Yes | - | string | - |
| referenceCurveDefinition | Yes | - | string | - |
| riskType | Yes | - | enum | see RiskType |
| source | Yes | - | string | - |
ZcCurve.ZcCurveMainParameters
| Property | Is Optional | Default Value | Description |
| ---------------- | --------- | ----------- | ------------- | ----------- |
| calendarAdjustment | Yes | - | see CalendarAdjustment|
| calendars | Yes | - | string[] |
| convexityAdjustment| Yes | - | see ConvexityAdjustment|
| extrapolationMode | Yes | - | see ExtrapolationMode|
| interestCalculationMethod | Yes | - | see DayCountBasisConvention|
| interpolationMode | Yes | - | see InterpolationMode|
| pivotCurveParameters | Yes | - | see Parameters|
| priceSide | Yes | - | see PriceSide|
| referenceCurveParameters | Yes | - | see Parameters|
| referenceTenor | Yes | - | string |
| steps | Yes | - | Step[] see Step|
| turns | Yes | - | Turn[] see Turn|
| useConvexityAdjustment | Yes | - | boolean |
| useMultiDimensionalSolver | Yes | - | boolean |
| useSteps | Yes | - | boolean |
| valuationDate | Yes | - | string |
Returned value: a Definition object
getData(session: Session)
Sends a request to the data platform to retrieve the data described by the Definition object.
Parameters:
| Name | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| session | No | - | Session | Session instance |
Returned value: ContentResponse