LSEG Data Library for Python

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Maturity Filter

MaturityFilter for financial instruments.

surfaces.eti.Definition

surfaces.eti.MaturityFilter needed to define the strike filter.

Module

refinitiv.data.content.ipa.surfaces.eti

Syntax

ipa.surfaces.eti.MaturityFilter(max_maturity, min_maturity, ...)

Parameters

Value Description Data type Optional Default value
max_maturity Max Maturity to consider in the filtering. (expressed in tenor) str Yes -
min_maturity Min Maturity to consider in the filtering. (expressed in tenor)
Default value: 7D		 str Yes -
min_of_median_nb_of_strikes_percent Remove maturities whose number of strikes is less than MinOfMedianNbOfStrikesPercent of the Median number of Strikes. float Yes -
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