Overview

Summary

A Swaption 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 swaptionDefinition = IPA.FinancialContracts.Swaption.Definition({
            instrumentTag: 'myEURswaption',
            settlementType: IPA.FinancialContracts.Swaption.OptionSettlementType.Cash,
            tenor: '5Y',
            strikePercent: 2,
            buySell: IPA.FinancialContracts.Swaption.BuySell.Buy,
            callPut: IPA.FinancialContracts.Swaption.CallPut.Call,
            exerciseStyle: IPA.FinancialContracts.Swaption.ExerciseStyle.Euro,
            underlyingDefinition: {
                tenor: '5Y',
                template: 'EUR_AB6E',
            },
            pricingParameters: { valuationDate: '2020-04-24' },
        });

        const swaptionResponse = await swaptionDefinition.getData(session);
        console.log('Swaption data: ', swaptionResponse.data);

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