LSEG Data Library for TypeScript

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About Curves ZcCurveDefinition

The ZcCurveDefinition class returns definitions of the available zero coupon curves for the selected property / set of properties (e.g., currency, index name, source, valuation date etc.).

IPA.Curves.ZcCurveDefinition.Definition object

This object creates the definition of information about the ZcCurveDefinition that we want to get.

Syntax

Curves.ZcCurveDefinition.Definition(params: Curves.ZcCurveDefinition.Params)

Parameters

Value Description Data type Optional Default value
params An object literal of type Curves.ZcCurveDefinition.Params. object No -

Curves.ZcCurveDefinition.Params parameters

Value Description Data type Optional Default value
currency The currency code of the curve (e.g., 'EUR'). string Yes -
curveTag A user-defined string to identify the curve. It can be used to link output results to the curve definition. string Yes -
id The identifier of the curve. string Yes -
indexName The name of the floating rate index (e.g., 'ESTR'). 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 -
valuationDate The date and time at which the curve is constructed. The value is expressed in ISO 8601 format: YYYY-MM-DDT00:00:00Z. string Yes -
outputs The list of outputs which can be requested. string[] Yes -
extendedParams Additional parameters to apply to the request. object Yes -

Returned value

ContentDefinition object.

Usage

The following example demonstrates how to create a definition for zero coupon curve definition:

import { IPA } from '@lsegroup/data';

const definition = IPA.Curves.ZcCurveDefinition.Definition({
    source: 'Refinitiv',
});
`
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