LSEG Data Library for Python

Built with Pandora

surfaces.cap.Definition

surfaces.cap.Definition is used to create a cap volatility surface Definition object.

Module

refinitiv.data.content.ipa.surfaces.cap

Syntax

'surfaces.cap.Definition(surface_layout, surface_parameters, ...)'

Parameters

Value Description Data type Optional Default value
surface_layout The section that contains the properties that define how the volatility surface is returned.
See SurfaceLayout		 SurfaceLayout No -
surface_parameters See CalculationParams, below CalculationParams No -
underlying_definition See CapSurfaceDefinition CapSurfaceDefinition No -
surface_tag A user defined string to describe the volatility surface str Yes -
instrument_type The type of instrument being defined. str Yes -
extended_params Specifies the parameters that will be merged with the request. dict Yes None

Returned value

cap.Definition instance
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