LSEG Data Library for Python

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get_data

Sends a request to the Delivery Platform (formerly Refinitiv Data Platform) to retrieve the data described in cap_floor.Definition object.

Module

refinitiv.data.ipa.financial_contracts.cap_floor

Syntax

get_data(session)

Parameters

Value Description Data type Optional Default value
session Session object. If session parameters are not defined, the default session will be used. Session object Yes None

Returned value

Response

Usage

The following example demonstrates how to retrieve cap_floor data for "250847EF3=TWBL":

from refinitiv.data.content.ipa.financial_contracts import cap_floor

definition = cap_floor.Definition(
    instrument_tag="CapOnCms",
    stub_rule=cap_floor.StubRule.MATURITY,
    notional_ccy="USD",
    start_date="2018-06-15",
    end_date="2022-06-15",
    notional_amount=1000000,
    index_name="Composite",
    index_tenor="5Y",
    interest_calculation_method="Dcb_Actual_360",
    interest_payment_frequency=cap_floor.Frequency.QUARTERLY,
    buy_sell=cap_floor.BuySell.BUY,
    cap_strike_percent=1,
    pricing_parameters=cap_floor.PricingParameters(
    skip_first_cap_floorlet=False, valuation_date="2020-02-07"
    ),
    fields=[
        "InstrumentTag",
        "InstrumentDescription",
        "StartDate",
        "EndDate",
        "InterestPaymentFrequency",
        "IndexRic",
        "CapStrikePercent",
        "FloorStrikePercent",
        "NotionalCcy",
        "NotionalAmount",
        "PremiumBp",
        "PremiumPercent",
        "MarketValueInDealCcy",
        "MarketValueInReportCcy",
        "ErrorMessage",
    ],
)

response = definition.get_data()
print(response.data.df.to_string())

None.
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