Fx.Definition
Summary
The method is used to create the Definition for a Fx.
Methods
Definition(fxCrossCode: string)
Allows you to create a Fx data Definition object
Parameters:
| Name | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| fxCrossCode | No | - | string | It is passed as parameter, it will be used as fxCrossCode from Fx.Params. |
Returned value: a Definition object
Definition(params: Fx.Params)
Allows you to create a Fx data Definition object
Fx.Params properties:
| Property | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| fxCrossCode | No | - | string | Specifies the ISO code of the cross currency. |
| surfaceLayout | Yes | - | Fx.Layout[] | See Fx.Layout bellow |
| surfaceTag | Yes | - | string | - |
| surfaceParameters | Yes | - | Fx.CalculationParams[] | See Fx.CalculationParams bellow |
| outputs | Yes | - | Output[] | See Fx.Output |
| extendedParams | Yes | - | {[key: string]: any} | Specifies the parameters that will be merged with the request |
Fx.Layout
| Property | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| format | No | - | enum | See Fx.LayoutFormat |
| dataPoints | Yes | - | LayoutDataPoint[]. See Fx.LayoutDataPoint bellow | |
| xPointCount | Yes | - | number | - |
| xValues | Yes | - | string[] | - |
| yPointCount | Yes | - | number | - |
| yValues | Yes | - | string[] | - |
| zPointCount | Yes | - | number | - |
| zValues | Yes | - | string[] | - |
Fx.LayoutDataPoint
| Property | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| x | No | - | number | - |
| y | No | - | number | - |
Fx.CalculationParams
| Property | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| xAxis | No | - | enum | See Fx.AxisUnit |
| yAxis | No | - | enum | See Fx.AxisUnit |
| atmVolatilityObject | Yes | - | Fx.BidAskMid[] | See Fx.BidAskMid bellow |
| butterfly10DObject | Yes | - | Fx.BidAskMid[] | See Fx.BidAskMid bellow |
| butterfly25DObject | Yes | - | Fx.BidAskMid[] | See Fx.BidAskMid bellow |
| calculationDate | Yes | - | string | - |
| domesticDepositRatePercentObject | Yes | - | Fx.BidAskMid[] | See Fx.BidAskMid bellow |
| foreignDepositRatePercentObject | Yes | - | Fx.BidAskMid[] | See Fx.BidAskMid bellow |
| forwardPointsObject | Yes | - | Fx.BidAskMid[] | See Fx.BidAskMid bellow |
| fxSpotObject | Yes | - | Fx.BidAskMid[] | See Fx.BidAskMid bellow |
| fxSwapCalculationMethod | Yes | - | enum | See Fx.SwapCalculationMethod |
| impliedVolatilityObject | Yes | - | Fx.BidAskMid[] | See Fx.BidAskMid bellow |
| interpolationWeight | Yes | - | Fx.InterpolationWeight[] | See Fx.InterpolationWeight bellow |
| priceSide | Yes | - | enum | See Fx.PriceSide |
| riskReversal10DObject | Yes | - | Fx.BidAskMid[] | See Fx.BidAskMid bellow |
| riskReversal25DObject | Yes | - | Fx.BidAskMid[] | See Fx.BidAskMid bellow |
| timeStamp | Yes | - | enum | See Fx.TimeStampSelectionType |
| volatilityModel | Yes | - | enum | See Fx.VolatilityModel |
| returnAtm | Yes | - | boolean | - |
Fx.BidAskMid
| Property | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| ask | Yes | - | number | - |
| bid | Yes | - | number | - |
| mid | Yes | - | number | - |
Fx.InterpolationWeight
| Property | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| dayList | No | - | DayWeight[] | See Fx.DayWeight bellow |
| holidays | No | - | number | - |
| weekDays | No | - | number | - |
| weekEnds | No | - | number | - |
Fx.DayWeight
| Property | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| date | No | - | string | - |
| weight | No | - | number | - |
Returned value: a Definition object
getData(session: Session)
Sends a request to the data platform to retrieve the data described by the Definition object.
Parameters:
| Name | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| session | No | - | Session | Session instance |
Returned value: a ContentResponse
Learn more
For more information, please follow the link: https://developers.refinitiv.com/en/api-catalog/