LSEG Data Library for Python

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get_data

Sends a request to the Delivery Platform (formerly Refinitiv Data Platform) to retrieve the data described in cap.Definition object.

Module

refinitiv.data.ipa.surfaces.cap

Syntax

get_data(session)

Parameters

Value Description Data type Optional Default value
session Session object. If session parameters are not defined, the default session will be used. Session object Yes None
async_mode Sends request to server use async url, when defined configuration. bool Yes -

Returned value

Response

Usage

The following example demonstrates how to retrieve a cap surface:

from refinitiv.data.content.ipa.surfaces import cap

cap_definition = cap.Definition(
     underlying_definition=cap.CapSurfaceDefinition(
         instrument_code="USD",
         reference_caplet_tenor="3M",
         discounting_type=cap.DiscountingType.OIS_DISCOUNTING
     ),
     surface_tag="USD_Strike__Tenor_",
     surface_layout=cap.SurfaceLayout(
         format=cap.Format.MATRIX
     ),
     surface_parameters=cap.CapCalculationParams(
         x_axis=cap.Axis.STRIKE,
         y_axis=cap.Axis.TENOR,
         calculation_date="2020-03-20"
     )
)

response = cap_definition.get_data()

None.
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