IP Curves example update -

main_constituent_asset_class parameter added

Author: Olivier Davant

Examples/2-Content/2.08-IPA-CurvesAndSurfaces/EX-2.08.01-IPA-CurvesAndSurfaces-ForwardCurve.ipynb

@@ -49,7 +49,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 1,
+   "execution_count": null,
    "metadata": {},
    "outputs": [],
    "source": [
@@ -66,7 +66,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 2,
+   "execution_count": 1,
    "metadata": {},
    "outputs": [],
    "source": [
@@ -85,16 +85,16 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 3,
+   "execution_count": 2,
    "metadata": {},
    "outputs": [
     {
      "data": {
       "text/plain": [
-       "<refinitiv.data.session.Definition object at 0x7fc8f0483640 {name='workspace'}>"
+       "<refinitiv.data.session.Definition object at 0x7fa6a3b1c9d0 {name='workspace'}>"
       ]
      },
-     "execution_count": 3,
+     "execution_count": 2,
      "metadata": {},
      "output_type": "execute_result"
     }
@@ -112,7 +112,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 6,
+   "execution_count": 3,
    "metadata": {},
    "outputs": [
     {
@@ -148,16 +148,16 @@
        "      <th>0</th>\n",
        "      <td>2021-02-01</td>\n",
        "      <td>2021-02-01</td>\n",
-       "      <td>1</td>\n",
-       "      <td>0</td>\n",
+       "      <td>1.0</td>\n",
+       "      <td>0.744861</td>\n",
        "      <td>0D</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>1</th>\n",
        "      <td>2021-02-04</td>\n",
        "      <td>2021-02-01</td>\n",
-       "      <td>1</td>\n",
-       "      <td>0</td>\n",
+       "      <td>0.999939</td>\n",
+       "      <td>0.744861</td>\n",
        "      <td>1D</td>\n",
        "    </tr>\n",
        "  </tbody>\n",
@@ -166,11 +166,11 @@
       ],
       "text/plain": [
        "     endDate  startDate  discountFactor  ratePercent tenor\n",
-       "0 2021-02-01 2021-02-01               1            0    0D\n",
-       "1 2021-02-04 2021-02-01               1            0    1D"
+       "0 2021-02-01 2021-02-01             1.0     0.744861    0D\n",
+       "1 2021-02-04 2021-02-01        0.999939     0.744861    1D"
       ]
      },
-     "execution_count": 6,
+     "execution_count": 3,
      "metadata": {},
      "output_type": "execute_result"
     }
@@ -181,6 +181,7 @@
     "        currency=\"EUR\",\n",
     "        index_name=\"EURIBOR\",\n",
     "        discounting_tenor=\"OIS\",\n",
+    "        main_constituent_asset_class=\"Swap\",\n",
     "    ),\n",
     "    forward_curve_definitions=[\n",
     "        forward_curves.ForwardCurveDefinition(\n",
@@ -207,7 +208,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 7,
+   "execution_count": 4,
    "metadata": {
     "pycharm": {
      "name": "#%%\n"

Examples/2-Content/2.08-IPA-CurvesAndSurfaces/EX-2.08.02-IPA-CurvesAndSurfaces-ZCCurves.ipynb

@@ -49,7 +49,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 1,
+   "execution_count": null,
    "metadata": {},
    "outputs": [],
    "source": [
@@ -66,7 +66,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 2,
+   "execution_count": 1,
    "metadata": {},
    "outputs": [],
    "source": [
@@ -85,16 +85,16 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 3,
+   "execution_count": 2,
    "metadata": {},
    "outputs": [
     {
      "data": {
       "text/plain": [
-       "<refinitiv.data.session.Definition object at 0x7f9c543794f0 {name='workspace'}>"
+       "<refinitiv.data.session.Definition object at 0x7fd0f9b24820 {name='workspace'}>"
       ]
      },
-     "execution_count": 3,
+     "execution_count": 2,
      "metadata": {},
      "output_type": "execute_result"
     }
@@ -112,7 +112,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 6,
+   "execution_count": 3,
    "metadata": {},
    "outputs": [
     {
@@ -254,7 +254,7 @@
        "[157 rows x 5 columns]"
       ]
      },
-     "execution_count": 6,
+     "execution_count": 3,
      "metadata": {},
      "output_type": "execute_result"
     }
@@ -272,6 +272,7 @@
     "        index_name=\"EURIBOR\",\n",
     "        source=\"Refinitiv\",\n",
     "        discounting_tenor=\"OIS\",\n",
+    "        main_constituent_asset_class=\"Swap\",\n",
     "    ),\n",
     "    curve_tag=\"TAG\",\n",
     ").get_data()\n",
@@ -288,7 +289,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 7,
+   "execution_count": 4,
    "metadata": {
     "pycharm": {
      "name": "#%%\n"