LSEG Data Library for Python

Built with Pandora

repo.PricingParameters

Creates a repo.PricingParameters object.

Syntax

repo.PricingParameters(repo_curve_type, market_data_date, ...)

Parameters

Value Description Data type Optional Default value
repo_curve_type The quoted price side of the instrument. See RepoCurveType enum, str Yes -
market_data_date The market data date for pricing. date, datetime, str Yes -
report_ccy The reporting currency code, expressed in iso 4217 alphabetical format (e.g. 'usd'). string Yes -
valuation_date The valuation date for pricing. date, datetime, str Yes -
66 words (0:21 mins)