LSEG Data Library for Python

Built with Pandora

zc_curves.ZcCurveDefinitions

Summary

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

Module

refinitiv.data.content.ipa.curves.zc_curves

Syntax

'zc_curves.ZcCurveDefinitions(index_name, index_tenors, ...)'

Parameters

Value Description Data type Optional Default value
index_name Example: "EURIBOR". str Yes -
index_tenors Defines expected rate surface tenor/slices Defaults to the tenors available, based on provided market data. str[] Yes -
main_constituent_asset_class See AssetClass. enum Yes -
pivot_curve_definition See ZcCurveDefinition. ZcCurveDefinition Yes -
reference_curve_definition See ZcCurveDefinition. ZcCurveDefinition Yes -
risk_type See RiskType. enum Yes -
currency The currency code of the interest rate curve. str Yes -
discounting_tenor Mono currency discounting tenor. str Yes -
id Id of the curve definition. str Yes -
name The name of the interest rate curve. str Yes -
source Example: "lseg". str Yes -
constituent_override_mode See ConstituentOverrideMode ConstituentOverrideMode Yes -
cross_currency_definitions See CrossCurrencyCurveDefinitionPricing CrossCurrencyCurveDefinitionPricing[] Yes -
curve_tenors The list of user-defined tenors or dates for which curvepoints to be computed. List[str] Yes -
ignore_existing_definition An indicator whether default definitions are used to get curve parameters and constituents. bool Yes -
is_non_deliverable An indicator whether the instrument is non-deliverable. bool Yes -
market_data_location - MarketDataLocation Yes -

Returned value

'zc_curves.ZcCurveDefinitions' instance
182 words (0:57 mins)