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ardyespardyesp
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Added content and delivery layer tutorials
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‎src/2.Content/2.7-IPA/curves-forward-curve.ts‎

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// tslint:disable: no-console
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// tslint:disable-next-line: no-implicit-dependencies
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import { IPA } from '@refinitiv-data/data';
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import { getSession } from '../../Common/session';
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const session = getSession();
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(async () => {
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try {
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await session.open();
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const forwardCurveDefinition = {
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indexTenor: '3M',
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forwardCurveTag: 'ForwardTag',
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forwardStartDate: '2021-02-01',
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forwardCurveTenors: ['0D', '1D'],
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};
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const swapCurveDefinition = {
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currency: 'EUR',
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indexName: 'EURIBOR',
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discountingTenor: 'OIS',
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};
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const forwardCurveRequestItem = {
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curveDefinition: swapCurveDefinition,
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forwardCurveDefinitions: [forwardCurveDefinition],
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extendedParams: {
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outputs: ['Constituents'],
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},
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};
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const curves = IPA.Curves.ForwardCurve.Definition(forwardCurveRequestItem);
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const forwardCurvesData = await curves.getData(session);
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console.log('ForwardCurves data: ', forwardCurvesData.data);
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} catch (err) {
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console.log(err);
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} finally {
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session.close();
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}
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})();

‎src/2.Content/2.7-IPA/curves-forward-curves.ts‎

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// tslint:disable: no-console
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// tslint:disable-next-line: no-implicit-dependencies
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import { IPA } from '@refinitiv-data/data';
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import { getSession } from '../../Common/session';
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const session = getSession();
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(async () => {
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try {
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await session.open();
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const forwardCurveDefinition = {
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indexTenor: '3M',
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forwardCurveTag: 'ForwardTag',
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forwardStartDate: '2021-02-01',
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forwardCurveTenors: ['0D', '1D'],
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};
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const swapCurveDefinition = {
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currency: 'EUR',
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indexName: 'EURIBOR',
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discountingTenor: 'OIS',
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};
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const forwardCurveDefinition1 = IPA.Curves.ForwardCurve.Definition({
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curveDefinition: swapCurveDefinition,
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forwardCurveDefinitions: [forwardCurveDefinition],
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extendedParams: {
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outputs: ['ShouldBeIgnoredIfPassedAsParameterToCurves'],
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},
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});
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const forwardCurveDefinition2 = IPA.Curves.ForwardCurve.Definition({
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curveDefinition: swapCurveDefinition,
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forwardCurveDefinitions: [forwardCurveDefinition],
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});
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const outputs = ['ShouldBeOverriddenByExtendedParams'];
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const forwardCurves = IPA.Curves.ForwardCurves.Definition({
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universe: [forwardCurveDefinition1, forwardCurveDefinition2],
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outputs,
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extendedParams: {
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outputs: ['Constituents'],
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},
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});
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const response = await forwardCurves.getData(session);
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console.log('ForwardCurves data: ', response.data.raw);
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} catch (err) {
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console.log(err);
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} finally {
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session.close();
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}
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})();

‎src/2.Content/2.7-IPA/curves-zc-curve-definition.ts‎

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// tslint:disable: no-console
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// tslint:disable-next-line: no-implicit-dependencies
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import { IPA } from '@refinitiv-data/data';
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import { getSession } from '../../Common/session';
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const session = getSession();
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(async () => {
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try {
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await session.open();
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const params = {
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source: 'Refinitiv',
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extendedParams: {
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universe: [
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{
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source: 'UBS',
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},
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],
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},
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};
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const curveDefinition = IPA.Curves.ZcCurveDefinition.Definition(params);
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const zcCurveDefinitionData = await curveDefinition.getData(session);
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console.log('getZcCurveDefinition data: ', zcCurveDefinitionData.data.raw);
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} catch (err) {
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console.log(err);
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} finally {
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session.close();
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}
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})();

‎src/2.Content/2.7-IPA/curves-zc-curve-definitions.ts‎

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// tslint:disable: no-console
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// tslint:disable-next-line: no-implicit-dependencies
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import { IPA } from '@refinitiv-data/data';
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import { getSession } from '../../Common/session';
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const session = getSession();
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(async () => {
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try {
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await session.open();
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const params1 = {
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source: 'Renault',
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};
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const params2 = {
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source: 'Peugeot',
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};
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const curveDefinition1 = IPA.Curves.ZcCurveDefinition.Definition(params1);
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const curveDefinition2 = IPA.Curves.ZcCurveDefinition.Definition(params2);
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const curvesDefinitions = IPA.Curves.ZcCurveDefinitions.Definition({
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universe: [curveDefinition1, curveDefinition2, IPA.Curves.ZcCurveDefinition.Definition({ source: 'Tesla' })],
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extendedParams: {
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universe: [
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{
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source: 'Mercedes',
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},
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{
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source: 'Refinitiv',
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},
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],
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},
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});
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const zcCurveDefinitionsData = await curvesDefinitions.getData(session);
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console.log('getZcCurveDefinitions data: ', zcCurveDefinitionsData.data.raw);
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} catch (err) {
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console.log(err);
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} finally {
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session.close();
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}
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})();

‎src/2.Content/2.7-IPA/curves-zc-curve.ts‎

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// tslint:disable: no-console
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// tslint:disable-next-line: no-implicit-dependencies
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import { IPA } from '@refinitiv-data/data';
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import { getSession } from '../../Common/session';
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const session = getSession();
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(async () => {
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try {
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await session.open();
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// short definition
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const zcCurveDefinition = {
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currency: 'EUR',
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indexName: 'EURIBOR',
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source: 'Refinitiv',
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discountingTenor: '3M',
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};
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// full definition
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const zcCurveRequestItem = {
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curveDefinition: zcCurveDefinition,
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extendedParams: {
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outputs: ['Constituents'],
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},
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};
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const curves1 = IPA.Curves.ZcCurve.Definition({ curveDefinition: zcCurveDefinition });
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const curves2 = IPA.Curves.ZcCurve.Definition(zcCurveRequestItem);
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const zcCurveData1 = await curves1.getData(session);
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const zcCurveData2 = await curves2.getData(session);
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console.log('zcCurveData1 data: ', zcCurveData1.data.raw);
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console.log('zcCurveData2 data: ', zcCurveData2.data.raw);
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} catch (err) {
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console.log(err);
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} finally {
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session.close();
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}
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})();

‎src/2.Content/2.7-IPA/curves-zc-curves.ts‎

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// tslint:disable: no-console
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// tslint:disable-next-line: no-implicit-dependencies
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import { IPA } from '@refinitiv-data/data';
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import { getSession } from '../../Common/session';
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const session = getSession();
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(async () => {
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try {
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await session.open();
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const curveDefinition = {
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currency: 'EUR',
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indexName: 'EURIBOR',
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source: 'Refinitiv',
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discountingTenor: '1Y',
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};
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const zcCurveDefinition1 = IPA.Curves.ZcCurve.Definition({
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curveDefinition,
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});
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const outputs = ['ShouldBeOverriddenByExtendedParams'];
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const zcCurves = IPA.Curves.ZcCurves.Definition({
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universe: [zcCurveDefinition1, IPA.Curves.ZcCurve.Definition({ curveDefinition })],
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outputs,
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extendedParams: {
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outputs: ['Constituents'],
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},
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});
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const zcCurvesData = await zcCurves.getData(session);
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console.log('zcCurvesData data: ', zcCurvesData.data.raw);
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} catch (err) {
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console.log(err);
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} finally {
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session.close();
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}
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})();

‎src/2.Content/2.7-IPA/fin-contracts-bond-future.ts‎

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// tslint:disable: no-console
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// tslint:disable-next-line: no-implicit-dependencies
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import { IPA } from '@refinitiv-data/data';
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import { getSession } from '../../Common/session';
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const session = getSession();
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(async () => {
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try {
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await session.open();
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const pricingParameters = { valuationDate: '2020-04-24' };
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const bondFutureDefinition = IPA.FinancialContracts.BondFuture.Definition({
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instrumentCode: 'FOATc3',
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pricingParameters,
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fields: ['YieldPercent'],
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extendedParams: {
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fields: ['NotionalAmount', 'DeliveryStartDate', 'ValuationDate'],
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},
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});
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const universe = [bondFutureDefinition];
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const singleDefinitionResult = await bondFutureDefinition.getData(session);
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console.log('SingleDefinitionResult data: ', singleDefinitionResult.data.raw);
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const fcDefinitionResult = await IPA.FinancialContracts.Definition({
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definitions: universe,
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extendedParams: {
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fields: ['InstrumentTag', 'InstrumentCode'],
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},
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}).getData(session);
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console.log('FCDefinitionResult data: ', fcDefinitionResult.data.raw);
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} catch (err) {
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console.log(err);
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} finally {
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session.close();
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}
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})();

‎src/2.Content/2.7-IPA/fin-contracts-bond.ts‎

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// tslint:disable: no-console
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// tslint:disable-next-line: no-implicit-dependencies
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import { IPA } from '@refinitiv-data/data';
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import { getSession } from '../../Common/session';
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const session = getSession();
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(async () => {
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try {
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await session.open();
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const bondDefinition = IPA.FinancialContracts.Bond.Definition({
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instrumentCode: 'US1YT=RR',
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paymentBusinessDayConvention: IPA.FinancialContracts.Bond.BusinessDayConvention.NextBusinessDay,
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pricingParameters: {
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benchmarkYieldSelectionMode: IPA.FinancialContracts.Bond.BenchmarkYieldSelectionMode.Interpolate,
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},
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outputs: [IPA.FinancialContracts.Bond.Outputs.Data, IPA.FinancialContracts.Bond.Outputs.Headers],
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fields: ['YieldPercent'],
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extendedParams: {
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fields: ['NotionalAmount', 'DeliveryStartDate', 'ValuationDate'],
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},
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});
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const universe = [bondDefinition];
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const bondResult = await bondDefinition.getData(session);
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console.log('Single Definition result data: ', bondResult.data);
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const allDefinitionResults = await IPA.FinancialContracts.Definition({
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definitions: universe,
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extendedParams: {
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fields: ['InstrumentTag', 'InstrumentCode'],
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},
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}).getData(session);
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console.log('All Definition results data: ', allDefinitionResults.data);
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} catch (err) {
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console.log(err);
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} finally {
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session.close();
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}
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})();

‎src/2.Content/2.7-IPA/fin-contracts-cap-floor.ts‎

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// tslint:disable: no-console
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// tslint:disable-next-line: no-implicit-dependencies
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import { IPA } from '@refinitiv-data/data';
4+
import { getSession } from '../../Common/session';
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const session = getSession();
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(async () => {
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try {
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await session.open();
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const capFloorDefinition = IPA.FinancialContracts.CapFloor.Definition({
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notionalCcy: 'EUR',
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buySell: IPA.FinancialContracts.CapFloor.BuySell.Buy,
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capStrikePercent: 1,
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startDate: '2019-02-11',
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tenor: '5Y',
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interestPaymentFrequency: IPA.FinancialContracts.CapFloor.PaymentFrequency.Quarterly,
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amortizationSchedule: [
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{
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amortizationType: IPA.FinancialContracts.CapFloor.AmortizationType.Schedule,
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startDate: '2021-02-11',
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endDate: '2022-02-11',
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amount: 100000,
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},
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{
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amortizationType: IPA.FinancialContracts.CapFloor.AmortizationType.Schedule,
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startDate: '2022-02-11',
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endDate: '2023-02-11',
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amount: 100000,
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},
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],
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pricingParameters: { valuationDate: '2020-04-24' },
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fields: ['YieldPercent'],
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extendedParams: {
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fields: ['NotionalAmount', 'DeliveryStartDate', 'ValuationDate'],
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},
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});
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const universe = [capFloorDefinition];
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const singleDefinitionResult = await capFloorDefinition.getData(session);
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console.log('SingleDefinitionResult data: ', singleDefinitionResult.data);
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const fcDefinitionResult = await IPA.FinancialContracts.Definition({
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definitions: universe,
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extendedParams: {
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fields: ['InstrumentTag', 'InstrumentCode'],
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},
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}).getData(session);
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console.log('FCDefinitionResult data: ', fcDefinitionResult.data);
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} catch (err) {
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console.log(err);
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} finally {
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session.close();
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}
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})();

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