Define constituents instruments of zero rate curve and then calculate

Hi, I am exploring zc_curves inside refinitiv.data.content.ipa.curves and want to define constituents of the curve by myself, e.g. choose some tenors of the IRS rather than using refinitiv default instruments. Then when I pull the zero rate curve, refinitiv calculates the curve based on my selected instruments. Is it possible? Thank you.

Best Answer

  • Jirapongse
    Answer ✓

    @lim_443

    Thank you for reaching out to us.

    Please contact the helpdesk support team (Instrument Pricing Analytics - Delivery Platform) directly via MyRefinitiv to verify this question.

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