About ZSCurves

A ZSCurve class allows you to form the financial instrument from the instrument code and parameters.

A zc_curve content object gives your application an easy access to zc_curve calculations.

Example of usage

Retrieve zc_curve data

import refinitiv.data as rd
from refinitiv.data.content.ipa.curves import zc_curve
from IPython.display import display

rd.open_session()

response = zc_curve.Definition(
    constituents={},
    curve_parameters=zc_curve.ZcCurveParameters(
        valuation_date="2019-08-21",
        price_side="Mid",
        interpolation_mode=zc_curve.ZcInterpolationMode.CUBIC_DISCOUNT,
    ),
    curve_definition=zc_curve.ZcCurveDefinitions(
        currency="EUR",
        index_name="EURIBOR",
        source="Refinitiv",
        discounting_tenor="OIS",
    ),
    curve_tag="TAG",
).get_data()

display(response.data.df)

Close session

rd.close_session()