- 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
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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
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Chain Stream
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Search
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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
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Swaption
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Surfaces
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DELIVERY LAYER
- Intro
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Endpoint Request
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OMM streams
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RDP streams
-
Queue
-
RDP Websocket
OptionFx.VolatilityModel
VolatilityModel for the financial instruments:
| Name | Value |
|---|---|
| VolatilityModel.SABR | 'SABR' |
| VolatilityModel.CubicSpline | 'CubicSpline' |
| VolatilityModel.SVI | 'SVI' |
| VolatilityModel.TwinLognormal | 'TwinLognormal' |
| VolatilityModel.VannaVolga | 'VannaVolga' |
This enumeration applies only to **LSEG.Data.Content.IPA.OptionFx**.