Swaption.Definition
Summary
The method is used to create the Definition for a Swaption.
Methods
Definition(instrumentCode: string)
Allows you to create a Swaption data Definition object
Parameters:
| Name | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| instrumentCode | No | - | string | It is passed as parameter and will be used as instrumentCode from Swaption.Params. |
Returned value: a Definition object
Definition(params: Swaption.Params)
Allows you to create a Swaption data Definition object
Swaption.Params properties:
| Property | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| instrumentCode | No | - | string | - |
| discountingType | Yes | - | enum | See Swaption.DiscountingType |
| surfaceLayout | Yes | - | Swaption.Layout[] | See Swaption.Layout bellow |
| surfaceTag | Yes | - | string | |
| surfaceParameters | Yes | - | Swaption.CalculationParams[] | See Swaption.CalculationParams bellow |
| outputs | Yes | - | Output[] | See Swaption.Output |
| extendedParams | Yes | - | {[key: string]: any} | Specifies the parameters that will be merged with the request |
Swaption.Layout
| Property | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| format | No | - | enum | See Swaption.LayoutFormat |
| dataPoints | Yes | - | LayoutDataPoint[] | See Swaption.LayoutDataPoint bellow |
| xPointCount | Yes | - | number | - |
| xValues | Yes | - | string[] | - |
| yPointCount | Yes | - | number | - |
| yValues | Yes | - | string[] | - |
| zPointCount | Yes | - | number | - |
| zValues | Yes | - | string[] | - |
Swaption.LayoutDataPoint
| Property | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| x | No | - | number | - |
| y | No | - | number | - |
Swaption.CalculationParams
| Property | Is Optional | Default Value | Type | Description |
|---|---|---|---|---|
| xAxis | No | - | enum | See Swaption.AxisUnit |
| yAxis | No | - | enum | See Swaption.AxisUnit |
| zAxis | Yes | - | enum | See Swaption.AxisUnit |
| calculationDate | Yes | - | string | - |
| inputVolatilityType | Yes | - | enum | See Swaption.InputVolatilityType |
| marketDataDate | Yes | - | string | - |
| shiftPercent | Yes | - | number | - |
| source | Yes | - | string | - |
| valuationDate | Yes | - | string | - |
| volatilityAdjustmentType | Yes | - | enum | See Swaption.VolatilityAdjustmentType |
| includeCapletsVolatility | Yes | - | boolean | - |
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/