LSEG Data Library for Python

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repo.Definition

Creates a repo.Definition object.

Syntax

repo.Definition(underlying_instruments, instrument_tag, ...)

Parameters

Value Description Data type Optional Default value
underlying_instruments Definition of the underlying instruments. Only Bond Contracts are supported for now, and only one Bond can be use (See UnderlyingContract bellow). list of UnderlyingContract Yes -
instrument_tag User provided string that will also be part of the response. It can be used to link output results to the instrument definition. Limited to 40 characters. Only alphabetic, numeric and '- _.#=@' characters are supported. string Yes -
start_date When the underlying security is exchanged. string Yes -
end_date The repurchase date of the repo, when the seller (borrower) repurchases the security back. string Yes -
tenor Tenor that defines the duration of the Repo in case no EndDate has been provided. In that case, EndDate is computed from StartDate and Tenor. string Yes -
is_coupon_exchanged Specifies whether intermediate coupons are exchanged: True / False. bool Yes -
repo_rate_percent Custom Repo Rate in percentage. If not provided in the request, it will be computed by interpolating/extrapolating a Repo Curve. number Yes -
day_count_basis Day Count Basis convention to apply to the custom Repo rate (See DayCountBasis). enum Yes -
pricing_parameters This object property contains the properties that may be used to control the calculation (See PricingParameters bellow). PricingParameters Yes -
fields List of fields to request. list Yes -
extended_params Specifies the parameters that will be merged with the request. dict Yes -

Returned value

repo.Definition instance

Learn more

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