LSEG Data Library for Python

About Custom Instruments

The Custom Instruments module allows users to create/read/update/delete following custom instruments:

• Formula: custom instrument relies on formula consisting of RICs (fields can be specified by comma)
• Weighted Baskets: custom instrument on a list of instruments and weights in order to build custom indices or other simple synthetic instruments.
• User-Defined Continuations (UDCs): custom instrument is defined as synthetic instruments, in a similar way as formula-based synthetic instrument.