LSEG Data Library for Python

Built with Pandora

surface_swaption.Definition

The method is used to create a Definition object.

Module

refinitiv.data.content.ipa.surfaces.swaption

Syntax

'ipa.surfaces.swaption.Definition(instrument_type, surface_layout, ...)'

Parameters

Value Description Data type Optional Default value
instrument_type The type of instrument being defined. str Yes -
surface_layout See SurfaceLayout bellow. SurfaceLayout No -
surface_parameters See SwaptionCalculationParams, below. SwaptionCalculationParams No -
underlying_definition See SwaptionDefinition. SwaptionSurfaceDefinition No -
surface_tag A user defined string to describe the volatility surface. str Yes -
extended_params Specifies the parameters that will be merged with the request. dict Yes None

Returned value

ipa.surfaces.swaption.Definition instance

Usage

The following example demonstrates how to create the definition to retrieve a swaption surface:

Example of usage:

import refinitiv.data as rd
from refinitiv.data.ipa.surfaces import swaption

swaption_surface = swaption.Definition(underlying_definition=surface_swaption.SwaptionSurfaceDefinition(instrument_code="USD")
universe = [swaption_surfaces]

volatility_surface_response = rd.get_surface(universe)

Returned value

Response.
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