Overview

Summary

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()

response = forward_curve.Definition(
    curve_definition=forward_curve.SwapZcCurveDefinition(
        currency="EUR",
        index_name="EURIBOR",
        discounting_tenor="OIS",
    ),
    forward_curve_definitions=[
        forward_curve.ForwardCurveDefinition(
            index_tenor="3M",
            forward_curve_tag="ForwardTag",
            forward_start_date="2021-02-01",
            forward_curve_tenors=["0D", "1D"],
            forward_start_tenor="some_start_tenor",
        )
    ],
    curve_parameters=forward_curve.SwapZcCurveParameters(),
    curve_tag="some_tag",
).get_data()

display(response.data.df)

Close session

rd.close_session()