In Swap Points App (SPO), I can get like EURUSD values in a curve and I can specify the broken dates to get points in the middle of that curve vertices. How can I do that in the API?
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You can use Refinitiv Data Platform Library for this purpose. The library is not yet officially supported, but you can install a pre-release version from PyPI. You can find examples of using this library to price financial contracts in Codebook File Browser under Examples / 02 - Refinitiv Data Platform Library / 2.7.x - Content - Financial Contracts - ...
And you can find the documentation for contract definitions and output fields on Refinitiv Data Platform APIs page on this portal under Documentation - Manuals & Guides - IPA Financial Contracts - IPA Financial Contracts: FX Cross Contracts.
Here's a quick example returning mid swap points and outright for EURGBP forward ending 3 months and 10 days from spot.
import refinitiv.dataplatform as rdp rdp.open_desktop_session(your_app_key) from refinitiv.dataplatform.content.ipa.contracts import cross from refinitiv.dataplatform.content.ipa import FinancialContracts as fc fwd_contract = cross.Definition(fx_cross_code='EURGBP', fx_cross_type='FxForward', legs = [cross.LegDefinition(tenor='3M10D')]) response = fc.get_cross_analytics(fwd_contract, fields = ['StartDate', 'EndDate', 'FxSwapsCcy1Ccy2', 'FxOutrightCcy1Ccy2']) display(response.data.df)
