LSEG Data Library for Python

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term_deposit.Definition

Creates a term_deposit.Definition object.

Syntax

`term_deposit.Definition(calendar, end_date, ...)

Parameters

Value Description Data type Optional Default value
instrument_code RIC for CDS and Wholesales deposit. If specified, the service will interest rate quotes and deposit maturity for the specified instrument. Yes - str
instrument_tag Service field used to map particular response to the original request. Yes - str
start_date The date the term deposit starts accruing interest. By default, the StartDate is derived from the ValuationDate ,and the day to spot convention of the contract currency. Yes - str
end_date The maturity date of the term deposit contract. Either the endDate or the Tenor. Yes - str
tenor The period code that represents the time between the start date and end date of the contract. Yes - str
notional_ccy The ISO code of the notional currency. Yes - str
notional_amount Notional amount of deposit to use in the deal. Yes - number
fixed_rate_percent Fixed interest rate percent to be applied for notional by deal terms. Yes - number
payment_business_day_convention The parameter to adjust dates to a working day (See BusinessDayConvention). Yes - enum
payment_roll_convention Parameter to adjust payment dates when they fall at the end of the month (28th of February, 30th, 31st) (See BusinessDayConvention). Yes - enum
year_basis Defines convention for the amount of days in year to be applied to calculate the interest rate (See DayCountBasis). Yes - enum
calendar Calendar used to adjust deposit duration calculation. Yes - str
fields List of fields to request. Yes - list
pricing_parameters See PricingParameters bellow. Yes - object
extended_params Specifies the parameters that will be merged with the request. Yes - dict
interest_payment_frequency The frequency of the interest payment. (See Frequency) str/enum Yes -
interest_calculation_method The day count basis method used to calculate the interest payments. (See DayCountBasis) str/enum Yes -
payment_business_days A list of coma-separated calendar codes to adjust dates (e.g. 'EMU' or 'USA'). str Yes -
start_tenor The code indicating the period from a spot date to startDate of the instrument (e.g., '1M'). enum, str Yes -
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