LSEG Data Library for TypeScript

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IPA.Swaption.Definition object

Swaption.Definition allows you to retrieve multiple swaption objects.

Syntax

Swaption.Definition(params: Swaption.Params)

Parameters

Value Description Data type Optional Default value
params An object literal of type *Surfaces.Params. object No -

Surfaces.Params properties:

Value Description Data type Optional Default value
definitions an array of single definitions from the Swaption group (See SurfacesDefinitions below). array No -
outputs An array of outputs (see Outputs). enum Yes -
extendedParams Additional parameters to apply to the request. object Yes -

SurfacesDefinitions is an array of single definitions from the Swaption group that include:

Returned value

ContentDefinition object.

Usage

The following example demonstrates how to create a definition for multiple objects of swaption group:

import { IPA } from '@lsegroup/data';

const definitionCap = IPA.Surfaces.Cap.Definition({
    instrumentCode: 'USD',
});

const definitionEti = IPA.Surfaces.Eti.Definition({
    instrumentCode: 'BNPP.PA@RIC',
});

const definitionFx = IPA.Surfaces.Fx.Definition({
    fxCrossCode: 'EURUSD',
});

const definitionSw = IPA.Surfaces.Swaption.Definition({
    instrumentCode: 'EUR',
});

const definition = IPA.Surfaces.Definition({
    definitions: [definitionCap, definitionEti, definitionFx, definitionSw]
})

None.
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