LSEG Data Library for Python

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surfaces.eti.SurfaceLayout

surfaces.fx.SurfaceLayout

surfaces.cap.SurfaceLayout

surfaces.swaption.SurfaceLayout

The section that contains the properties that define how the volatility surface is returned

Parameters

Value Description Data type Optional Default value
data_points Specifies the list of specific data points to be returned.
See VolatilitySurfacePoint		 VolatilitySurfacePoint[] Yes None
format Specifies whether the calculated volatilities are returned as a list or a matrix.
See Format		 Format Yes None
x_values Specifies a list of discrete values for the x-axis. str[] Yes None
y_values Specifies a list of discrete values for the y-axis. str[] Yes None
z_values Specifies a list of discrete values for the z-axis. str[] Yes None
x_point_count Specifies the number of values that will be generated along the x-axis.
These values will distributed depending on the available input data and the type of volatility.		 float Yes None
y_point_count Specifies the number of values that will be generated along the y-axis.
These values will distributed depending on the available input data and the type of volatility.		 float Yes None
z_point_count Specifies the number of values that will be generated along the z-axis.
These values will distributed depending on the available input data and the type of volatility.		 float Yes None

Returned value

SurfaceLayout instance
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