LSEG Data Library for Python

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FxSwap calculation method

FxSwapCalculationMethod for financial instruments.

The method used to calculate an outright price or deposit rates.

Name Value
FX_SWAP "FxSwap"
FX_SWAP_IMPLIED_FROM_DEPOSIT "FxSwapImpliedFromDeposit"
DEPOSIT_CCY1_IMPLIED_FROM_FX_SWAP "DepositCcy1ImpliedFromFxSwap"
DEPOSIT_CCY2_IMPLIED_FROM_FX_SWAP "DepositCcy2ImpliedFromFxSwap"
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