LSEG Data Library for Python

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forward_curve.ForwardCurveDefinition

ForwardCurveDefinition allows you to retrieve data regarding financial instruments within a specific session.

Module

refinitiv.data.content.ipa.forward_curve

Syntax

'forward_curve.Definition(forward_curve_tag, index_tenor, ...)'

Parameters

Value Description Data type Optional Default value
forward_curve_tag example: SpotForward str No -
index_tenor example: 3M str No -
forward_start_date Defines the forward start date by date format str Yes -
forward_start_tenor Defines the forward start date by tenor format: "Spot" / "1M" str Yes -
forward_curve_tenors Defines expected forward rate surface tenor/slices str[] Yes -
extended_params Specifies the parameters that will be merged with the request. dict Yes -
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