- Introduction
- Concepts and Design
-
Session Layer
-
Content Layer
- Introduction
-
Pricing
-
SymbolConversion
-
HistoricalPricing
-
News
-
Search
-
FundamentalAndReference
-
IPA FinancialContracts
- Overview
- FinancialContracts.Definition
- Outputs
-
Bond
-
Bond Future
-
Cap Floor
-
CDS
-
Fx Cross
-
IR Swap
-
Option
-
Repo
-
Swaption
-
Term Deposit
-
IPA Curves
- Overview
-
ForwardCurve
-
ForwardCurves
-
ZcCurve
-
ZcCurves
-
ZcCurveDefinition
-
ZcCurveDefinitions
-
IPA Surfaces
- Overview
- VolatilitySurfaces.Definition
- Outputs
-
Cap
-
Eti
-
Fx
-
Swaption
-
Delivery Layer
- Introduction
-
OMMStream
-
RDPStream
-
EndpointRequest
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();
}
})();