LSEG Data Library for .NET

IPA.FinancialContracts.Definition object

Definition allows you to retrieve data about financial instruments within a specific session.

Syntax

FinancialContracts.Definition(JObject request = null)

FinancialContracts Definition Parameters

Value Description Optional Default value
request A request object required to price a series of financial contracts to the pricing engine. Yes null

Usage

The following example shows how to get data from multiple definitions of multiple FinancialContract groups:

using LSEG.Data.Content.IPA;

var bondData = Bond.Definition("US10YT=RR").GetData();

var optionEtiData = OptionEti.Definition("AAPLM192420500.U").GetData();

var binaryDefinitionData = OptionFx.BinaryDefinition(OptionFx.BinaryType.OneTouchDeferred, 1.2001)
                                   .PayoutAmount(1000000)
                                   .GetData();

var contractRequestDetails = new JObject()
{
    // Details about the universe, definition, other parameters go here
};

var financialContractsData = FinancialContracts.Definition(contractRequestDetails).GetData();

ContentDefinition object.