LSEG Data Library for Python

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surfaces.eti.EtiSurfaceDefinition

The definition of the volatility surface.

Module

refinitiv.data.content.ipa.surfaces.eti

Syntax

ipa.surfaces.eti.EtiSurfaceDefinition(filters, input_volatility-type, ...)

Parameters

Value Description Data type Optional Default value
instrument_code The code (RIC for equities and indices and ricroot for futures.) that represents the instrument. str Yes -
clean_instrument_code str
exchange str
is_future_underlying bool
is_lme_future_underlying bool
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