How can you request a curve using CurveDefinition rather than CurveID? Unless I specify the actual curve name, it does not work - I get an error:
The service failed to identify a unique curve definition: [EUR EURIBOR Swap ZC Curve, EUR - Depo, IRS vs 6M]
The request I am using is:
{
"universe": [
{
"curveParameters": {
"valuationDate":"2020-06-30",
"interpolationMode": "CubicSpline",
"priceSide": "Mid",
"interestCalculationMethod": "Dcb_Actual_Actual",
"extrapolationMode": "Linear"
},
"curveDefinition": {
"currency": "EUR",
"indexName":"EURIBOR",
#"name":"EUR EURIBOR Swap ZC Curve",
"discountingTenor": "OIS",
"indexTenors":["6M"]
}
}],
"outputs":["Constituents"]
}
I have to include "name":"EUR EURIBOR Swap ZC Curve" - in order for it return the curve data.
I thought that because only 'EUR EURIBOR Swap ZC Curve' has OIS and 6M for available and discount tenors, the API would be able to distinguish between it and the Depo one.
How can I change the above request so that I don't specify the curve name and still get back the EUR EURIBOR Swap ZC Curve?
Also, for the following, how would I select USD LIBOR Swap ZC Curve without using the 'name' property? What CurveDefinition values would I have to use?
{
"universe": [
{
"curveDefinition": {
"currency":"JPY",
"indexName":"LIBOR",
"discountingTenor": "6M",
"referenceCurveDefinition": {
"currency":"USD",
"indexName":"LIBOR",
#"name": "USD LIBOR Swap ZC Curve",
"mainConstituentAssetClass":"Swap",
"discountingTenor": "6M",
}
}
}]
}
