Overview

Summary

A CapFloor class allows to form the financial instrument from instrument code and parameters.

Example of usage:

import { IPA } from '@refinitiv-data/data';

const session = /* session creation is omitted */

(async () => {
    try {
        await session.open();

        const capFloorDefinition = IPA.FinancialContracts.CapFloor.Definition({
            notionalCcy: 'EUR',
            buySell: IPA.FinancialContracts.CapFloor.BuySell.Buy,
            capStrikePercent: 1,
            startDate: '2019-02-11',
            tenor: '5Y',
            interestPaymentFrequency: IPA.FinancialContracts.CapFloor.PaymentFrequency.Quarterly,
            amortizationSchedule: [
                {
                    amortizationType: IPA.FinancialContracts.CapFloor.AmortizationType.Schedule,
                    startDate: '2021-02-11',
                    endDate: '2022-02-11',
                    amount: 100000,
                },
                {
                    amortizationType: IPA.FinancialContracts.CapFloor.AmortizationType.Schedule,
                    startDate: '2022-02-11',
                    endDate: '2023-02-11',
                    amount: 100000,
                },
            ],
            pricingParameters: { valuationDate: '2020-04-24' },
        });

        const capFloorDefinitionResult = await capFloorDefinition.getData(session);
        console.log('Result data: ', capFloorDefinitionResult.data);

        const fcDefinitionResult = await IPA.FinancialContracts.Definition(universe).getData(session);
        console.log('FCDefinitionResult data: ', fcDefinitionResult.data);
    } catch (err) {
        console.log(err);
    } finally {
        session.close();
    }
})();