LSEG Data Library for Python

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bond.RoundingParameters

Creates a bond.RoundingParameters object.

Syntax

bond.RoundingParameters(accrued_rounding, accrued_rounding_type, ...)

Parameters

Value Description Data type Optional Default value
accrued_rounding The number of digits to apply for accrued rounding.(See Rounding.) enum Yes -
accrued_rounding_type The type of rounding for accrued rounding. (See RoundingType) enum Yes -
price_rounding The number of digits to apply for accrued rounding. (See Rounding) enum Yes -
price_rounding_type The type of rounding for accrued rounding.(See RoundingType) enum Yes -
yield_rounding The number of digits to apply for accrued rounding.(See Rounding) enum Yes -
yield_rounding_type The type of rounding for accrued rounding. (See RoundingType) enum Yes -
spread_rounding The type of rounding for accrued rounding. (See RoundingType) enum Yes -
spread_rounding_type The type of rounding for accrued rounding. (See RoundingType) enum Yes -
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