LSEG Data Library for TypeScript

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ForwardCurve.SwapZcCurveDefinition

SwapZcCurveDefinition properties for ForwardCurve:

Value Description Data type Optional Default value
currency The currency code of the curve (e.g., 'EUR'). string Yes -
discountingTenor The tenor which defines the curve to be used for discounting. It is one of the availableDiscountingTenors (e.g., '1M', '1Y'). string Yes -
id The identifier of the curve. string Yes -
indexName The name of the floating rate index (e.g., 'ESTR'). string Yes -
indexTenors The list of user-defined index tenors for which curvePoints are to be computed. The values come from the availableTenors list (e.g., '[OIS, 1M, 3M, 6M, 1Y]'). string[] Yes -
mainConstituentAssetClass The asset class used to construct the curve (see MainConstituentsAssetClass). enum Yes -
name The name of the curve (e.g., 'EUR ESTR Swap ZC Curve'). string Yes -
riskType The risk type to which the curve is sensitive (see RiskType). enum Yes -
source A user-defined string that is provided by the creator of the curve. string Yes -
outputs The list of outputs which can be requested. string[] Yes -
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