Curve points tenors

dmitry.benediktovich

Hi! I'm using Python refinitiv.dataplatform. I want to retrieve Zero curves which have unite format for all curve points tenors. All the curves OIS, 3M, 6M should have the same curve points tenors like [ON, 1W, 1M, 3M ....].

Is that possible to have this condition written in the request body parameters?

request_body = {"universe":[{

"curveParameters":{

"valuationDate":val_date},

"curveDefinition": {"id":curve,

}}]}

Many thanks!

Michel B

Hi @dmitry.benediktovich

yes that's possible. to achieve this you simply have to set the property 'curveTenors' in the curve definition.

Regards

Michel

{
    "universe": [{
            "curveParameters": {
                "valuationDate": "2020-06-30"
            },
            "curveDefinition": {
                "currency": "EUR",
                "indexName": "EURIBOR",
                "name": "EUR EURIBOR Swap ZC Curve",
                "discountingTenor": "OIS",
                "curveTenors": ["ON", "1W", "1M"]
            }
        }
    ],
    "outputs": ["Constituents"]
}

zoya faberov

Hello @dmitry.benediktovich ,

Did you have a chance to review RDP Postman Starter example

-> IPA ->Financial contracts - SC-curve

Would a curveDefinition clause like:

https://api.refinitiv.com/data/quantitative-analytics-curves-and-surfaces/{{RDP_VERSION_IPA}}/curves/zc-curves
{
"universe": [
    {
        "curveParameters": {
        "valuationDate":"2020-06-30",
        "interpolationMode": "CubicSpline",
        "priceSide": "Mid",
        "interestCalculationMethod": "Dcb_Actual_Actual",
        "extrapolationMode": "Linear"
    },
    "curveDefinition": {
        "currency": "EUR",
        "indexName":"EURIBOR",
        "name":"EUR EURIBOR Swap ZC Curve",
        "discountingTenor": "OIS",
        "indexTenors":["6M","3M"]
    }
}],
"outputs":["Constituents"]
}

be what you are looking for?