LSEG Data Library for Python

Surface Outputs

Output for the volatility surface instruments.

Name Value
HEADERS "Headers"
DATATYPE "DataType"
DATA "Data"
STATUSES "Statuses"
FORWARD_CURVE "ForwardCurve"
DIVIDENDS "Dividends"
INTEREST_RATE_CURVE "InterestRateCurve"
GOODNESS_OF_FIT "GoodnessOfFit"
UNDERLYING_SPOT "UnderlyingSpot"
DISCOUNT_CURVE "DiscountCurve"
MONEYNESS_STRIKE "MoneynessStrike"
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