LSEG Data Library for Python

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SwapZcCurveParameters

SwapZcCurveParameters properties for ForwardCurve.

Module

refinitiv.data.content.ipa.curves.forward-curves

Syntax

'forward_curves.Definition(curve_definition, forward_curve_definition, ...)'

Parameters

Value Description Data type Optional Default value
calendar_adjustment See CalendarAdjustment enum Yes -
calendars - str[] Yes -
convexity_adjustment See ConvexityAdjustment - Yes -
extrapolation_mode See ExtrapolationMode enum Yes -
interest_calculation_method See DayCountBasis enum Yes -
interpolation_mode See InterpolationMode enum Yes -
price_side See PriceSide - Yes -
reference_tenor - str Yes -
steps See Step Step[] Yes -
turns See Turn Turn[] Yes -
use_convexity_adjustment - bool Yes -
use_multi_dimensional_solver - bool Yes -
use_steps - bool Yes -
valuation_date - str Yes -
compounding_type - - Yes -
ignore_existing_definition - - Yes -
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