- Introduction
- Concepts and Design
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SESSION LAYER
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CONTENT LAYER
- Intro
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Fundamental and Reference
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Historical Pricing
- Intro
-
Events
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Summaries
- Event Types
- Adjustments
- Market Sessions
- Quality of Service (QoS)
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News
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Pricing
- Intro
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Pricing Definition
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Pricing Stream
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Chains
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Chain Definition
-
Chain Stream
-
Search
-
SymbolConversion
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IPA
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FinancialContracts
- About FinancialContracts
- FinancialContracts.Definition
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Bonds
- Intro
- Definition
- Adjustment
- Ammortization
- Benchmark Yield
- Business Day Methods
- Compounding Methods
- Date Rolling
- Day Count Methods
- Direction
- Fallback Logic
- Index Frequency
- Interest Type
- Price Side
- Projected Index Calculation Method
- Redemption Date Type
- Rounding Type
- Rounding
- Stub Rules
- Yield Type
- Output
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CapFloor
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FxCross
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Option
-
Swaption
-
Surfaces
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DELIVERY LAYER
- Intro
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Endpoint Request
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OMM streams
-
RDP streams
-
Queue
-
RDP Websocket
Option.PricingModelType
PricingModelType for the financial instruments:
| Name | Value |
|---|---|
| PricingModelType.BlackScholes | 'BlackScholes' |
| PricingModelType.Whaley | 'Whaley' |
| PricingModelType.Binomial | 'Binomial' |
| PricingModelType.Trinomial | 'Trinomial' |
| PricingModelType.VannaVolga | 'VannaVolga' |
All the options apply to **LSEG.Data.Content.IPA.OptionFx**.
The last option does not apply to **LSEG.Data.Content.IPA.OptionEti**.