Overview

Summary

An IRSwap class allows to form the financial instrument from instrument code and parameters

Example of usage:

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

const session = /* session creation is omitted */

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

        const irSwapDefinition = IPA.FinancialContracts.IRSwap.Definition({
            instrumentCode: 'EURAB6E17Y=TWEB',
            startDate: '2020-08-17T00:00:00Z',
            endDate: '2020-08-22T00:00:00Z',
            pricingParameters: {
                valuationDate: '2020-08-21T00:00:00Z',
            },
            outputs: [IPA.FinancialContracts.IRSwap.Output.Data, IPA.FinancialContracts.IRSwap.Output.Headers],
        });

        const irSwapResult = await irSwapDefinition.getData(session);
        console.log('Result data: ', irSwapResult.data);

    } catch (err) {
        console.log(err);
    } finally {
        session.close();
    }
})();