Curves overview

Summary

A forward_curve content object gives your application an easy access to forward_curve calculations.

Example of usage

Retrieve forward_curve data

import refinitiv.data as rd
from refinitiv.data.content.ipa.curves import forward_curve
from IPython.display import display

rd.open_session()

forward_curve_definition = forward_curve.ForwardCurveDefinition(
    index_tenor="3M",
    forward_curve_tag="ForwardTag",
    forward_start_date="2021-02-01",
    forward_curve_tenors=["0D", "1D"],
)

swap_curve_definition = forward_curve.SwapZcCurveDefinition(
    currency="EUR",
    index_name="EURIBOR",
    discounting_tenor="OIS",
)

curves = forward_curve.Definition(swap_curve_definition, [forward_curve_definition])

response = curves.get_data()
display(response.data.df)

Close session

rd.close_session()