Overview

Summary

A Surfaces.Cap allows to retrieve Cap data within a specific session.

Example of usage

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

const session = /* session creation is omitted */

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

        // single Cap full definition
        const definition = IPA.Surfaces.Cap.Definition({
            instrumentCode: 'USD',
            surfaceTag: 'USD_Strike__Tenor_',
            surfaceLayout: {
                format: IPA.Surfaces.Cap.LayoutFormat.Matrix,
            },
            surfaceParameters: {
                valuationDate: '2020-03-20',
                xAxis: IPA.Surfaces.Cap.AxisUnit.Strike,
                yAxis: IPA.Surfaces.Cap.AxisUnit.Tenor,
            },
        });

        const capSurfaceResponse = await definition.getData(session);
        console.log('VolatilitySurfaces Cap data: ', capSurfaceResponse.data);

        // several Cap instruments in single definition (second parameter - short definition)
        const multiVSCap = IPA.Surfaces.Definition({
            definitions: [definition, IPA.Surfaces.Cap.Definition('USD')],
        });
        const multiCapSurfaceResponse = await multiVSCap.getData(session);
        console.log('VolatilitySurfaces multiple Cap data: ', multiCapSurfaceResponse.data);
    } catch (err) {
        console.log(err);
    } finally {
        session.close();
    }
})();