LSEG Data Library for Python

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Moneyness Weight

MoneynessWeight for financial instruments.

surfaces.eti.MoneynessWeight

surfaces.eti.MoneynessWeight

Module

refinitiv.data.content.ipa.surfaces.eti

Syntax

ipa.surfaces.eti.MoneynessWeight(max_moneyness, min_moneyness, weight)

Parameters

Value Description Data type Optional Default value
max_moneyness float Yes -
min_moneyness float Yes -
weight float Yes -
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