LSEG Data Library for Python

Volatility adjustment type

VolatilityAdjustmentType for financial instruments.

Name Value
CONSTANT_CAP "ConstantCap"
CONSTANT_CAPLET "ConstantCaplet"
NORMALIZED_CAP "NormalizedCap"
NORMALIZED_CAPLET "NormalizedCaplet"
PB_UNDEFINED "PbUndefined"
SHIFTED_CAP "ShiftedCap"
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