RDM Usage : 34 Refinitiv Domain Model Usage: Yield Curve Domain : 34.2 Yield Curve Domain Examples
 
34.2 Yield Curve Domain Examples
The following message samples illustrate the use of the Yield Curve Domain. To view a sample message, click the appropriate message type:
Yield Curve Request Message Sent
 
 
{
    "ID": 2,
    "Domain": "YieldCurve",
    "Key": {
        "Service": "ATS201_1",
        "Name": "BASIC"
    }
}
 
Yield Curve Refresh Message Received
 
 
{
    "ID": 2,
    "Type": "Refresh",
    "Domain": "YieldCurve",
    "Key": {
        "Service": "ATS201_1",
        "Name": "BASIC"
    },
    "State": {
        "Stream": "Open",
        "Data": "Ok",
        "Text": "Item Refresh Completed\u0000"
    },
    "Qos": {
        "Timeliness": "Realtime",
        "Rate": "TickByTick",
        "Dynamic": true
    },
    "ClearCache": false,
    "PermData": "AwEA0AybITw=",
    "Fields": {
        "CASH_BASIS": "ACT/360",
        "CS_INT_MTH": "Linear",
        "TRADE_DATE": "2018-05-07",
        "TIMACT": "20:34:47.315",
        "CRV_ID": 1,
        "CRV_NAME": "BASIC",
        "CCY_CODE": null,
        "CRV_TYPE": "Swap",
        "CRV_STYPE": "Standard",
        "CRV_DATE": "2018-05-08",
        "CITIES": "JP",
        "VAL_DATE": "2018-05-08",
        "SETTL_DATE": "2018-05-08",
        "CRV_ALGTHM": "Refinitiv Real-Time Advanced Transformation System",
        "INTER_MTHD": null,
        "EXTRP_MTHD": null,
        "CC_METHOD": "Bootstrap",
        "ROLL_CONV": "Modified Following",
        "ZC_BASIS": "ACT/360",
        "SPOT_LAG": 0,
        "DSCT_FACT": "Compound",
        "DSCT_BASIS": "ACT/360",
        "CURVE_STS": "Created",
        "USER_ID": "ADMIN",
        "MOD_USERID": "ADMIN",
        "CRT_DATE": "2015-05-16",
        "MOD_DATE": "2015-05-16",
        "COMMENT": null,
        "FWD_BASIS": "ACT/360",
        "FT_INT_MTH": "Linear",
        "CASH_RATES": {
            "Summary": {
                "Fields": {
                    "TENORS": {
                        "Type": "AsciiString",
                        "Data": [
                            "1M",
                            "3M"
                        ]
                    }
                }
            },
            "Entries": [
                {
                    "Index": 0,
                    "Action": "Set",
                    "Fields": {
                        "CASH_SDATE": "2018-05-08",
                        "CASH_MDATE": "2018-06-08",
                        "CASH_RATE": 109.08,
                        "CASH_SRC": "JPY="
                    }
                },
                {
                    "Index": 1,
                    "Action": "Set",
                    "Fields": {
                        "CASH_SDATE": "2018-05-08",
                        "CASH_MDATE": "2018-08-08",
                        "CASH_RATE": 109.07,
                        "CASH_SRC": "JPY="
                    }
                }
            ]
        },
        "YLD_CURVE": {
            "Summary": {
                "Fields": {
                    "TENORS": {
                        "Type": "AsciiString",
                        "Data": [
                            "1M",
                            "3M"
                        ]
                    }
                }
            },
            "Entries": [
                {
                    "Index": 0,
                    "Action": "Set",
                    "Fields": {
                        "YCT_DATE": "2018-06-08",
                        "YCT_ZRATE": 183.64926925186,
                        "YCT_DISFAC": 0.91413527373781
                    }
                },
                {
                    "Index": 1,
                    "Action": "Set",
                    "Fields": {
                        "YCT_DATE": "2018-08-08",
                        "YCT_ZRATE": 161.71957450513,
                        "YCT_DISFAC": 0.78202319828372
                    }
                }
            ]
        }
    }
}
 
Yield Curve Update Message Received
 
 
{
    "ID": 2,
    "Type": "Update",
    "Domain": "YieldCurve",
    "UpdateType": "Unspecified",
    "Key": {
        "Service": "ATS201_1",
        "Name": "BASIC"
    },
    "Fields": {
        "CRV_ID": 4,
        "TRADE_DATE": "2018-05-07",
        "TIMACT": "20:34:54.317",
        "CASH_RATES": {
            "Entries": [
                {
                    "Index": 0,
                    "Action": "Update",
                    "Fields": {
                        "CASH_RATE": 109.08
                    }
                },
                {
                    "Index": 1,
                    "Action": "Update",
                    "Fields": {
                        "CASH_RATE": 109.06
                    }
                }
            ]
        },
        "YLD_CURVE": {
            "Entries": [
                {
                    "Index": 0,
                    "Action": "Update",
                    "Fields": {
                        "YCT_DATE": "2018-06-08",
                        "YCT_ZRATE": 183.64926925186,
                        "YCT_DISFAC": 0.91413527373781
                    }
                },
                {
                    "Index": 1,
                    "Action": "Update",
                    "Fields": {
                        "YCT_DATE": "2018-08-08",
                        "YCT_ZRATE": 161.69910802302,
                        "YCT_DISFAC": 0.78203882735885
                    }
                }
            ]
        }
    }
}