LSEG Data Library for Python

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repo.UnderlyingContract

Creates a repo.UnderlyingContract object.

Syntax

repo.UnderlyingContract(instrument_type, instrument_definition, pricing_parameters)

Parameters

Value Description Data type Optional Default value
instrument_type The type of instrument being defined. string Yes -
instrument_definition Definition of the Repo underlying contract. For the moment only bonds are managed (See bond.Definition). bond.Definition Yes -
pricing_parameters Pricing parameters to apply to the Repo underlying instrument (See UnderlyingPricingParameters). UnderlyingPricingParameters Yes -
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