LSEG Data Library for Python

zc_curves.Definition

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

Module

refinitiv.data.content.ipa.financial_contracts

Syntax

'zc_curves.Definition(constituents, curve_definition, ...)'

Parameters

Value Description Data type Optional Default value
constituents See Constituents. Constituents Yes -
curve_definition See ZcCurveDefinitions. ZcCurveDefinitions Yes -
curve_parameters See ZcCurveParameters bellow. ZcCurveParameters Yes -
curve_tag A user-defined string to identify the interest rate curve. It can be used to link output results to the curve definition. Limited to 40 characters. str Yes -
extended_params Specifies the parameters that will be merged with the request. dict Yes None

Returned value

'zc_curves.Definition' instance


zc_curves.ZcCurveParameters

Value Description Data type Optional Default value
interest_calculation_method Day count basis of the calculated zero coupon rates (See DayCountBasis). enum Yes -
calendar_adjustment Cash flow adjustment according to a calendar (See CalendarAdjustment). str Yes -
calendars A list of one or more calendar codes used to define non-working days and to adjust coupon dates and values. str[] Yes -
compounding_type Output rates yield type (See CompoundingType). enum Yes -
convexity_adjustment See ConvexityAdjustment, below. - Yes -
extrapolation_mode Extrapolation method for the curve - None: no extrapolation - Constant: constant extrapolation - Linear: linear extrapolation. str Yes -
interpolation_mode Interpolation method for the curve (See InterpolationMode). enum Yes -
market_data_access_denied_fallback See MarketDataAccessDeniedFallback. enum Yes -
pivot_curve_parameters See InterestRateCurveParameters. - Yes -
price_side Price side of the instrument to be used. (See PriceSide). enum Yes -
reference_curve_parameters See InterestRateCurveParameters. - Yes -
steps See Step. list of Step Yes -
turns Used to include end period rates/turns when calculating swap rate surfaces (See Turn). list of Turn Yes -
ignore_existing_definition The curve definition is provided in the request, so ignore the one from data base. bool Yes -
reference_tenor Root tenor(s) for the xIbor dependencies. str Yes -
use_convexity_adjustment example: True. bool Yes -
use_multi_dimensional_solver Specifies the use of the multi-dimensional solver for yield curve bootstrapping. This solving method is required because the bootstrapping method sometimes creates a ZC curve which does not accurately reprice the input instruments used to build it. The multi-dimensional solver is recommended when cubic interpolation methods are used in building the curve (in other cases, performance might be inferior to the regular bootstrapping method). When use for Credit Curve it is only used when the calibrationModel is set to Bootstrap. - true: to use multi-dimensional solver for yield curve bootstrapping - false: not to use multi-dimensional solver for yield curve bootstrapping. bool Yes -
use_steps example: True. bool Yes -
valuation_date The valuation date. str Yes -

Methods

get_data(session)

Sends a request to the Delivery Platform (formerly Refinitiv Data Platform) to retrieve the data described by the Definition object.

Parameters

Value Description Data type Optional Default value
session Means default session would be used. Session Yes -

Returned value

Response.

get_data_async(session, on_response)

Sends a request asynchronously to the Delivery Platform to retrieve the data described by the Definition object.

Parameters

Value Description Data type Optional Default value
session Means default session would be used. Session Yes -
on_response Callable object to process retrieved data. Callable Yes -

Returned value

Response.

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