I would like to retrieve, through an API, a yield curve that is identical to the curve currently gen

Question

20260709 161011 - Curve Builder.xlsx

I would like to retrieve, through an API, a yield curve that is identical to the curve currently generated in Refinitiv Workspace using the Curve Builder functionality.

I have attached an Excel export of the curve as an example. The objective is to automate the retrieval of this same curve, including the same methodology, curve definition, market-data inputs, conventions, interpolation settings, tenors, maturity dates and calculated zero rates.

The curve in the attached file is an EUR EURIBOR swap zero-coupon curve with, among others, the following settings:

Currency/index: EUR / EURIBOR

Discounting tenor: 6M

Price side: Mid

Interpolation method: Cubic Discount

Compounding type: Continuous

Output including tenor, maturity date and zero rate

Could you please advise:

Which API or service can reproduce the Workspace Curve Builder output exactly?

Whether this is available through DataScope Select, another LSEG API, or a Financial Analytics/zero-coupon curves endpoint.

Which request parameters are required to match the attached curve definition and calculation methodology.

Whether the API uses the same underlying instruments, conventions and bootstrapping logic as Workspace Curve Builder.

Whether the result can be retrieved as JSON, CSV or another machine-readable format.

Whether the curve can be requested for both the current valuation date and historical valuation dates.

Which entitlements, licences or service-account permissions are required for automated server-side retrieval.

Whether there is an example API request, Python example or Postman collection available for this specific use case.

Our goal is to schedule an automated API request and receive the same curve that a user currently downloads manually from Workspace. It is important that the API result matches the attached Curve Builder export as closely as possible.

Please find the attached file and confirm the recommended API, endpoint and configuration for reproducing this curve

wasin.w V3 · Answer

Hello @wesBND

To get the curve data programmatically from the Workspace platform, you can use the

https://developers.lseg.com/en/api-catalog/lseg-data-platform/lseg-data-library-for-python

. The library has the IPA module that provide the Curve and Surface data for developers.

* The data is return in JSON and Pandas Dataframe format

You can see IPA module examples on the Data Library 2.08-IPA-CurvesAndSurfaces page.

We do not have information about licensing and entitlement, please contact your LSEG Account Manager and CSM team to work with the Order Management team.

Jirapongse · Answer

@wesBND

Thank you for reaching out to us.

I think you can use the IPA Curves Service: Construction of the Zero Coupon Curve in the Instrument Pricing Analytics (IPA) endpoint to pull this data.

If you are using Workspace, you can access this endpoint via the LSEG Data Library for Python. The example is on GitHub. The output is in JSON or Python data frame. However, it is better to contact the Instrument Pricing Analytics - Delivery Platform support team directly via LSEG Support to confirm this.

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