Update EX-2.08.01-IPA-CurvesAndSurfaces-ForwardCurve.ipynb with valuation_date parameter for SwapZcCurveParameters

Author: andrii-sidachenko

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

@@ -49,8 +49,13 @@
   },
   {
    "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
+   "execution_count": 1,
+   "metadata": {
+    "ExecuteTime": {
+     "end_time": "2024-01-10T13:53:02.955343100Z",
+     "start_time": "2024-01-10T13:53:02.364273700Z"
+    }
+   },
    "outputs": [],
    "source": [
     "import os\n",
@@ -66,8 +71,13 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 1,
-   "metadata": {},
+   "execution_count": 2,
+   "metadata": {
+    "ExecuteTime": {
+     "end_time": "2024-01-10T13:53:09.223531600Z",
+     "start_time": "2024-01-10T13:53:02.374307300Z"
+    }
+   },
    "outputs": [],
    "source": [
     "import refinitiv.data as rd\n",
@@ -85,16 +95,31 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 2,
-   "metadata": {},
+   "execution_count": 3,
+   "metadata": {
+    "ExecuteTime": {
+     "end_time": "2024-01-10T13:53:11.151202500Z",
+     "start_time": "2024-01-10T13:53:08.378545500Z"
+    }
+   },
    "outputs": [
+    {
+     "name": "stderr",
+     "output_type": "stream",
+     "text": [
+      "C:\\Users\\UX501327\\PycharmProjects\\lseg-data\\refinitiv\\data\\_access_layer\\session.py:71:FutureWarning: \n",
+      "You open a platform session using the default value of the signon_control parameter (signon_control=True).\n",
+      "In future library version v2.0, this default will be changed to False.\n",
+      "If you want to keep the same behavior as today, you will need to set the signon_control parameter to True either in the library configuration file\n",
+      "({'sessions':{'platform':{'your_session_name':{'signon_control':true}}}}) or in your code where you create the Platform Session.\n",
+      "These alternative options are already supported in the current version of the library.\n"
+     ]
+    },
     {
      "data": {
-      "text/plain": [
-       "<refinitiv.data.session.Definition object at 0x7fa6a3b1c9d0 {name='workspace'}>"
-      ]
+      "text/plain": "<refinitiv.data.session.Definition object at 0x22c9b282a50 {name='rdp'}>"
      },
-     "execution_count": 2,
+     "execution_count": 3,
      "metadata": {},
      "output_type": "execute_result"
     }
@@ -112,65 +137,20 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 3,
-   "metadata": {},
+   "execution_count": 4,
+   "metadata": {
+    "ExecuteTime": {
+     "end_time": "2024-01-10T13:53:13.597918300Z",
+     "start_time": "2024-01-10T13:53:11.152199800Z"
+    }
+   },
    "outputs": [
     {
      "data": {
-      "text/html": [
-       "<div>\n",
-       "<style scoped>\n",
-       "    .dataframe tbody tr th:only-of-type {\n",
-       "        vertical-align: middle;\n",
-       "    }\n",
-       "\n",
-       "    .dataframe tbody tr th {\n",
-       "        vertical-align: top;\n",
-       "    }\n",
-       "\n",
-       "    .dataframe thead th {\n",
-       "        text-align: right;\n",
-       "    }\n",
-       "</style>\n",
-       "<table border=\"1\" class=\"dataframe\">\n",
-       "  <thead>\n",
-       "    <tr style=\"text-align: right;\">\n",
-       "      <th></th>\n",
-       "      <th>endDate</th>\n",
-       "      <th>startDate</th>\n",
-       "      <th>discountFactor</th>\n",
-       "      <th>ratePercent</th>\n",
-       "      <th>tenor</th>\n",
-       "    </tr>\n",
-       "  </thead>\n",
-       "  <tbody>\n",
-       "    <tr>\n",
-       "      <th>0</th>\n",
-       "      <td>2021-02-01</td>\n",
-       "      <td>2021-02-01</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>0.999939</td>\n",
-       "      <td>0.744861</td>\n",
-       "      <td>1D</td>\n",
-       "    </tr>\n",
-       "  </tbody>\n",
-       "</table>\n",
-       "</div>"
-      ],
-      "text/plain": [
-       "     endDate  startDate  discountFactor  ratePercent tenor\n",
-       "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"
-      ]
+      "text/plain": "     endDate  startDate  discountFactor  ratePercent tenor\n0 2021-02-01 2021-02-01             1.0    -0.556761    0D\n1 2021-02-04 2021-02-01        1.000046    -0.556761    1D",
+      "text/html": "<div>\n<style scoped>\n    .dataframe tbody tr th:only-of-type {\n        vertical-align: middle;\n    }\n\n    .dataframe tbody tr th {\n        vertical-align: top;\n    }\n\n    .dataframe thead th {\n        text-align: right;\n    }\n</style>\n<table border=\"1\" class=\"dataframe\">\n  <thead>\n    <tr style=\"text-align: right;\">\n      <th></th>\n      <th>endDate</th>\n      <th>startDate</th>\n      <th>discountFactor</th>\n      <th>ratePercent</th>\n      <th>tenor</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>0</th>\n      <td>2021-02-01</td>\n      <td>2021-02-01</td>\n      <td>1.0</td>\n      <td>-0.556761</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>1.000046</td>\n      <td>-0.556761</td>\n      <td>1D</td>\n    </tr>\n  </tbody>\n</table>\n</div>"
      },
-     "execution_count": 3,
+     "execution_count": 4,
      "metadata": {},
      "output_type": "execute_result"
     }
@@ -192,7 +172,7 @@
     "            forward_start_tenor=\"some_start_tenor\",\n",
     "        )\n",
     "    ],\n",
-    "    curve_parameters=forward_curves.SwapZcCurveParameters(),\n",
+    "    curve_parameters=forward_curves.SwapZcCurveParameters(valuation_date=\"2021-02-01\"),\n",
     "    curve_tag=\"some_tag\",\n",
     ").get_data()\n",
     "\n",
@@ -208,10 +188,14 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 4,
+   "execution_count": 5,
    "metadata": {
     "pycharm": {
      "name": "#%%\n"
+    },
+    "ExecuteTime": {
+     "end_time": "2024-01-10T13:53:15.956716800Z",
+     "start_time": "2024-01-10T13:53:13.598915800Z"
     }
    },
    "outputs": [],
@@ -221,8 +205,13 @@
   },
   {
    "cell_type": "code",
-   "execution_count": null,
-   "metadata": {},
+   "execution_count": 5,
+   "metadata": {
+    "ExecuteTime": {
+     "end_time": "2024-01-10T13:53:15.965169700Z",
+     "start_time": "2024-01-10T13:53:15.959264600Z"
+    }
+   },
    "outputs": [],
    "source": []
   }