Overview

Summary

ZcCurve content object gives your application an easy access to ZcCurve calculations.

Example of usage

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

const session = /* session creation is omitted */

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

    // short definition
    const zcCurveDefinition = {
        currency: 'EUR',
        indexName: 'EURIBOR',
        source: 'Refinitiv',
        discountingTenor: '3M',
    };

    // full definition
    const zcCurveRequestItem = {
        curveDefinition: zcCurveDefinition,
    };

    const curves1 = IPA.Curves.ZcCurve.Definition(zcCurveDefinition);
    const curves2 = IPA.Curves.ZcCurve.Definition(zcCurveRequestItem);

    try {
        const zcCurveData1 = await curves1.getData(session);
        const zcCurveData2 = await curves2.getData(session);
        console.log('zcCurveData1 data: ', zcCurveData1.data.raw);
        console.log('zcCurveData2 data: ', zcCurveData2.data.raw);
    } catch (err) {
        console.log(err);
    } finally {
        session.close();
    }
})();