LSEG Data Library for TypeScript

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About Curves ZcCurveDefinitions

The ZcCurveDefinitions class allows the retrieval of definitions of the available zero coupon curves using multiple definitions of ZcCurveDefinition.

IPA.Curves.ZcCurveDefinitions.Definition object

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

Syntax

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

Parameters

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

Curves.ZcCurveDefinitions.Params properties:

Value Description Data type Optional Default value
universe A list of ZcCurveDefinition.Definition (see ZcCurveDefinition.Definition). ContentDefinition<any, ZcCurveDefinition.Params>[] No -
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 definitions:

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

const definition1 = IPA.Curves.ZcCurveDefinition.Definition({
    source: 'Renault',
});
const definition2 = IPA.Curves.ZcCurveDefinition.Definition({
    source: 'Peugeot',
});

const definition = IPA.Curves.ZcCurveDefinitions.Definition({
    universe: [definition1, definition2],
});
`
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