Refinitiv Data Library for TypeScript

Overview

Summary

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

Example of usage

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

const session = /* session creation is omitted */

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

    const curveDefinition = {
        currency: 'EUR',
        indexName: 'EURIBOR',
        source: 'TESLA',
        discountingTenor: '3M',
    };

    const zcCurveDefinition1 = IPA.Curves.ZcCurve.Definition({
        currency: 'EUR',
        indexName: 'EURIBOR',
        source: 'Refinitiv',
        discountingTenor: '3M',
    });
    const outputs = ['Constituents'];

    const zcCurves = IPA.Curves.ZcCurves.Definition(
        [zcCurveDefinition1, IPA.Curves.ZcCurve.Definition(curveDefinition)],
        outputs,
    );

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