LSEG Data Library for Python

cross.Definition

Creates a cross.Definition object.

Syntax

cross.Definition(params)

Parameters

Value Description Data type Optional Default value
instrument_tag This is a user-provided string that will also be part of the response. str Yes -
fx_cross_code The code of the cross currency (e.g., EURCHF). str Yes -
fx_cross_type The type of the FX Cross instrument. See FxCrossType enum, str Yes -
traded_cross_rate The contractual exchange rate agreed by the two counterparties. It is used to compute contraAmount if it isn't provided. number Yes -
traded_swap_points The contractual forward points agreed by the two counterparties. number Yes -
reference_spot_rate This is the contractual spot rate the counterparties agreed to use to calculate the outright, in case of a Forward contract. number Yes -
legs Extra parameters to describe the contract further. See LegDefinition bellow list Yes -
fields List of fields to request. list Yes -
extended_params Specifies the parameters that will be merged with the request. dict Yes -
settlement_ccy The code of the currency in which the deal is settled in case of FxNonDeliverableForward (NDF) contract, in ISO 4217 alphabetical format (e.g., 'USD'). str Yes -

Returned value

cross.Definition instance


cross.LegDefinition

Creates a cross.LegDefinition object.

Syntax

cross.LegDefinition(start_date, end_date, ...)

Parameters

Value Description Data type Optional Default value
start_date The start date of the instrument, expressed in ISO 8601 format: YYYY-MM-DD (e.g., '2021-01-01').\nBy default it is computed as [spot date + StartTenor]. datetime Yes -
end_date The maturity date of the contract that is the date the amounts are exchanged. Either the EndDate or the Tenor must be provided for FxForward, FxNonDeliverableForward, FxTimeOptionForward and FxSwap. datetime Yes -
tenor The code indicating the period from startDate to endDate of the instrument (e.g. '1Y' or '6M' ). Either the EndDate or the Tenor must be provided str Yes -
leg_tag A user defined string to identify the leg str No -
deal_ccy_buy_sell The direction of the transaction in terms of the deal (base) currency. See BuySell enum, str Yes -
fx_leg_type The type of the FX Cross instrument's leg. See FxLegType enum, str Yes -
contra_amount The amount of contraCcy exchanged to buy or sell the amount of the deal (base) currency. number Yes -
contra_ccy The contra (quote) currency code, expressed in ISO 4217 alphabetical format (e.g., 'CHF') str Yes -
deal_amount The amount of the deal (base) currency bought or sold. number Yes -
deal_ccy The deal (base) currency code, expressed in ISO 4217 (e.g. 'EUR' ). str Yes -
start_date The start date of the instrument, expressed in ISO 8601 format: YYYY-MM-DD (e.g., '2021-01-01').\nBy default it is computed as [spot date + StartTenor]. str Yes -

Returned value

cross.LegDefinition instance


cross.PricingParameters

Creates a cross.PricingParameters object.

Syntax

cross.PricingParameters(deposit_ccy1, deposit_ccy2, ...)

Parameters

Value Description Data type Optional Default value
deposit_ccy1 The deposit rate for the first currency. It is not calculated when fxSwapCalculationMethod = FxSwap. float Yes -
deposit_ccy2 The deposit rate for the second currency. It is not calculated when fxSwapCalculationMethod = FxSwap. float Yes -
fx_swap_calculation_method See FxSwapCalculationMethod enum Yes -
fx_swaps_ccy1 The FX swap point for the first currency. float Yes -
fx_swaps_ccy1_ccy2 The FX swap point for the second currency. float Yes
fx_swaps_ccy2 The Cross FX swap point. float Yes -
fx_swaps_far_leg - FxPoint object float -
fx_swaps_near_leg - FxPoint object float -
price_side See PriceSide enum Yes -
adjust_all_swap_points_to_cross_calendars This flag defines if cross-calendar holidays should be taken into account for FxSwapsCcy1 and FxSwapsCccy2. It adjusts swap points according to cross holidays if it's set to true, by default set to false. str Yes -
calc_end_from_fwd_start - str Yes -
calc_end_from_pre_spot_start - str Yes -
ignore_ref_ccy_holidays The reference currency holidays flag : When dates are computed, it’s possible to choose if holidays of the reference currency are included or not in the pricing bool Yes -
market_data_date The market data date for pricing. Optional. By default, the marketDataDate date is the ValuationDate or Today bool Yes -
one_day_values - string Yes -
roll_over_time_policy - string Yes -
spread_margin_in_bp If activated, it will calculate the indicated points in market data section instead of taking them directly from the curves string Yes -
valuation_date The valuation date for pricing. Optional. If not set the valuation date is equal to MarketDataDate or Today. For assets that contains a settlementConvention, the default valuation date is equal to the settlementdate of the Asset that is usually the TradeDate+SettlementConvention. string Yes -

Returned value

cross.PricingParameters instance


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