Overview

Summary

A Repo 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 () => {
    await session.open();

    try {
        const repoUnderlyingContract = IPA.FinancialContracts.Repo.RepoUnderlyingContract({
            instrumentCode: 'US1YT=RR',
            paymentBusinessDayConvention: IPA.FinancialContracts.Repo.BusinessDayConvention.NextBusinessDay,
            pricingParameters: {
                repoParameters: {
                    initialMarginPercent: 50,
                },
            },
        });

        const repoDefinition = IPA.FinancialContracts.Repo.Definition({
            startDate: '2020-08-17T00:00:00Z',
            endDate: '2020-08-22T00:00:00Z',
            underlyingInstruments: [repoUnderlyingContract],
            pricingParameters: {
                marketDataDate: '2020-08-19T00:00:00Z',
            },
            outputs: [IPA.FinancialContracts.Repo.Output.Data, IPA.FinancialContracts.Repo.Output.Headers],
        });

        const repoResponse = await repoDefinition.getData(session);
        console.log('Repo data: ', repoResponse.data);

} catch (err) {
        console.log(err);
    } finally {
        session.close();
    }
})();