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Good afternoon,
I found many Functions and contents in Eikon API (Codebook) (/_Examples_/02 - Refinitiv Data Platform Library), however, there is no Function FxCalsPeriod() in Eikon API (Codebook).
Could you please suggest me how to use Function FxCalsPeriod() in Eikon API (Codebook) or could you please provide code for use this function in python codebook?
Hi @donnapa.limvipuwat ,
I'd like to add the answer from my colleague,
Here's an example of the code you can use
From this Excel Formular
=FxCalcPeriod("20MAR2021","EURUSD","1M")
To this Python code (using RDP library, executed in Eikon/Workspace Codebook)
import refinitiv.dataplatform as rdp
from refinitiv.dataplatform.content.ipa.contracts import cross
from refinitiv.dataplatform.content.ipa import FinancialContracts as fc
rdp.open_desktop_session('DEFAULT_CODE_BOOK_APP_KEY')
fwd_contract = cross.Definition(fx_cross_code='EURGBP',
fx_cross_type='FxForward',
legs = [cross.LegDefinition(tenor='1M')])
response = fc.get_cross_analytics(fwd_contract,
fields = ['StartDate',
'EndDate',
'FxSwapsCcy1Ccy2',
'FxOutrightCcy1Ccy2'],
calculation_params = cross.CalculationParams(valuation_date='2021-03-20'))
display(response.data.df)
Compare the results
You can calculate start/end dates for an FX fwd or swap using RDP Library. See an example in the accepted answer on the following thread: https://community.developers.refinitiv.com/questions/66758/how-to-get-outrights-at-broken-dates-on-swap-point.html
