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How to use the below in Codebook?
Client wants to retrieve the EUR OIS Swap Zero Curve historically using Codebook. We have this in API Playground. how to use this in codebook? API Playground I also found this in Github but I cant get it to work:…
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0#EUHICPXTSACZ=R
How can I obtain all the constituents of this curve?
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Get Discount Curve From Swap Pricing (Refinitiv API)
I have priced the following swap and see the DiscountCurveName. I would now like to see the constituents of the curve. I tried searching for it but could not find any results: Could I please have some help finding this curve? Thank you.
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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…
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Trying to build ZC Curve
Hi, I am trying to build my own ZC curve with custom constituents but i am receiving an error about 'AvailableTenors field is blank or empty'. But there is no 'AvailableTenors' field in the API playground sample code: Is there any better documentation/examples for this? The following article here:…
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RDError in RDP API
Hi team, I am from the Customer Support - Specialist and I am assisting a client in getting historical curve 0#NOKZ=R for a specific date. Initially I provided this code: import refinitiv.data as rd session = rd.session.desktop.Definition(app_key=('DEFAULT_CODE_BOOK_APP_KEY')).get_session() session.open()…
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IRS pricing using user defined forward curves
Hello, I have successfully constructed a custom forward curve using my own parameters and instruments through RDP API. forward_zcCurve_endpoint = rdp.Endpoint(session, "https://api.refinitiv.com/data/quantitative-analytics-curves-and-surfaces/v1/curves/forward-curves") user_defined_zc_response =…
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SOFR SWAP Curve
I would like to retrieve SOFR SWAP Curve. What's the mnemonic for it and how do I retreive it? TY
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Canadian Dollar Zero Coupon Yield Curve
I am trying to get data for the Canadian Dollar Zero Coupon Yield curve with OIS Discounting. I see that I can get data (for example getting the 1Y point) using the RIC "CAD1YZ=R". This however, does not use OIS discounting. I can also see that I can get data using OIS discounting, for example "CAD1YOIS=", but this is does…
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how to get constituents zero rate data of zero curve 0#USDZ=R?
Hi, I am really new to eikon python API and I would greatly appreciate any help or quick pointer on how to obtain constituents yield/zero rate of a zero curve with RIC 0#USDZ=R? I tried to use get_data with RIC='0#USDZ=R' but it seems it won't have magic to get all constituents (e.g., ON to 50Y). Thanks for any tips or…
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Apparent inconsistency in GPB Libor 6M ZC curve
Good Morning, I am using RDP to retrieve GBP Libor 6M curve, and I have noticed that there is a difference with the data that I get from the Eikon Desktop Application using the RIC for Zero Coupon Curves 0#GBPSBSLZ=R. I would appreciate if you could explain me the reasons for the difference that I am going to show now. In…
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Apparent inconsistency in GPB Libor 6M ZC curve
Good Morning, I am using RDP to retrieve GBP Libor 6M curve, and I have noticed that there is a difference with the data that I get from the Eikon Desktop Application using the RIC for Zero Coupon Curves 0#GBPSBSLZ=R. I would appreciate if you could explain me the reasons for the difference that I am going to show now. In…
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How to get Cross Currency Basis discount curves with RDP
Hi, I would like to ask how to get the cross-currency basis discount curve. For example, It can be seen in the Eikon desktop application under the ric 0#EURUSDQQZ= (for EURvsUSD). I didn't see any endpoint which can retrieve those kinds of curves in the API playground and I was wondering if I am missing something out.…
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Zero Yield Curve data
Hi, I would like to download with the API, the historical information (either for a specific period or day) of the discount curve whose field in excel is 'DISC_FACTR.Value' and for the due date whose field in excel is 'MATUR_DATE'. The RIC I am consulting is 0#EURAMMEZ=R Thanks
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Download Swap Zero Curve with Rstudio
Hi, I'm trying to download with Rstudio through Api the Swap Zero Curve for Euribor1M with all tenors available in one day, but I can't get any value. Can someone help me to solve the error?. curve <- get_timeseries('0#EURAMMEZ=R',"CLOSE","2020-06-16T00:00:00","2020-06-16T00:00:00","daily") Thanks
