from typing import Optional, TYPE_CHECKING, Union from ._bermudan_swaption_definition import BermudanSwaptionDefinition from ._swaption_definition import SwaptionInstrumentDefinition from ._swaption_pricing_parameters import PricingParameters from .. import swap from .._base_financial_contracts_definition import BaseFinancialContractsDefinition from ..._enums import ( BuySell, ExerciseStyle, SwaptionSettlementType, PremiumSettlementType, SwaptionType, ) from ..._models import InputFlow from ....._tools import create_repr, try_copy_to_list if TYPE_CHECKING: from ....._types import ExtendedParams, OptStrStrs, OptDateTime class Definition(BaseFinancialContractsDefinition): """ API endpoint for Financial Contract analytics, that returns calculations relevant to each contract type. Parameters ---------- instrument_tag : str, optional A user defined string to identify the instrument. it can be used to link output results to the instrument definition.limited to 40 characters.only alphabetic, numeric and '- _.#=@' characters are supported. optional. no default value applies. start_date : str or date or datetime or timedelta, optional The date the swaption starts. optional. by default it is derived from the tradedate and the day to spot convention of the contract currency. end_date : str or date or datetime or timedelta, optional The maturity or expiry date of the instrument's leg. the value is expressed in iso 8601 format: yyyy-mm-ddt[hh]:[mm]:[ss]z (e.g. 2021-01-01t00:00:00z). either tenor or enddate must be provided. the default value is valuationdate shifted forward by tenor. tenor : str, optional The code indicating the period between startdate and enddate of the instrument (e.g. '6m', '1y'). mandatory, if enddate is not provided. the default value is calculated from enddate. notional_amount : float, optional The notional amount of the instrument. the default value is '1,000,000'. bermudan_swaption_definition : BermudanSwaptionDefinition, optional buy_sell : BuySell, optional The indicator of the deal side. the possible values are: buy: buying the option, sell: selling/writing the option. no default value applies. exercise_style : ExerciseStyle, optional The option style based on its exercise restrictions. the possible values are: amer, euro, berm. note: all exercise styles may not apply to certain option no default value applies. payments : InputFlow, optional An array of payments premium_settlement_type : PremiumSettlementType or str, optional The cash settlement type of the option premium spot, forward. settlement_type : SwaptionSettlementType or str, optional The settlement method for options when exercised. the possible values are: physical: delivering the underlying asset, or for a swaption, physically entering into the underlying swap. cash: paying out in cash. the default value is 'physical'. swaption_type : SwaptionType or str, optional The indicator if the swaption is a payer or a receiver. the possible values are: receiver: a right to receive a fixed rate of the underlying swap, payer: a right to pay a fixed rate of the underlying swap. no default value applies. underlying_definition : SwapDefinition, optional spread_vs_atm_in_bp : float, optional Spread between strike and atm strike, expressed in basis points (bp). strike_percent : float, optional The set price at which the owner of the option can buy or sell the underlying asset. for a swaption, it is the fixed rate of the underlying swap at which the owner of the swaption can enter the swap. the value is expressed in percentages. by default, fixedratepercent of the underlying swap is used. fields: list of str, optional Contains the list of Analytics that the quantitative analytic service will compute. pricing_parameters : PricingParameters, optional The pricing parameters to apply to this instrument. If pricing parameters are not provided at this level parameters defined globally at the request level are used. If no pricing parameters are provided globally default values apply. extended_params : dict, optional If necessary other parameters. delivery_date : str or date or datetime or timedelta, optional The date when the underlying asset is delivered. The value is expressed in ISO 8601 format: YYYY-MM-DDT[hh]:[mm]:[ss]Z (e.g. '2021-01-01T00:00:00Z'). Methods ------- get_data(session=session, async_mode=None) Returns a response to the data platform get_data_async(session=session, on_response=on_response, async_mode=None) Returns a response to the async data platform get_stream(session=session) Get stream quantitative analytic service subscription Examples -------- >>> import lseg.data.content.ipa.financial_contracts as ldf >>> definition = ldf.swaption.Definition( ... buy_sell=ldf.swaption.BuySell.BUY, ... call_put=ldf.swaption.CallPut.CALL, ... exercise_style=ldf.swaption.ExerciseStyle.BERM, ... underlying_definition=ldf.swap.Definition(tenor="3Y", template="EUR_AB6E"), ...) >>> response = definition.get_data() Using get_stream >>> stream = definition.get_stream() >>> stream.open() """ def __init__( self, *, instrument_tag: Optional[str] = None, start_date: "OptDateTime" = None, end_date: "OptDateTime" = None, tenor: Optional[str] = None, notional_amount: Optional[float] = None, bermudan_swaption_definition: Optional[BermudanSwaptionDefinition] = None, buy_sell: Optional[BuySell] = None, exercise_style: Optional[ExerciseStyle] = None, payments: Optional[InputFlow] = None, premium_settlement_type: Union[PremiumSettlementType, str] = None, settlement_type: Union[SwaptionSettlementType, str] = None, swaption_type: Union[SwaptionType, str] = None, underlying_definition: Optional[swap.Definition] = None, spread_vs_atm_in_bp: Optional[float] = None, strike_percent: Optional[float] = None, fields: "OptStrStrs" = None, pricing_parameters: Optional[PricingParameters] = None, extended_params: "ExtendedParams" = None, delivery_date: "OptDateTime" = None, ): fields = try_copy_to_list(fields) self.underlying_definition = underlying_definition definition = SwaptionInstrumentDefinition( bermudan_swaption_definition=bermudan_swaption_definition, buy_sell=buy_sell, exercise_style=exercise_style, payments=payments, premium_settlement_type=premium_settlement_type, settlement_type=settlement_type, swaption_type=swaption_type, underlying_definition=underlying_definition, end_date=end_date, instrument_tag=instrument_tag, notional_amount=notional_amount, spread_vs_atm_in_bp=spread_vs_atm_in_bp, start_date=start_date, strike_percent=strike_percent, tenor=tenor, delivery_date=delivery_date, ) super().__init__( definition=definition, fields=fields, pricing_parameters=pricing_parameters, extended_params=extended_params, ) def __repr__(self): return create_repr( self, middle_path="content.ipa.financial_contracts.swaption", content=f"{{underlying_definition='{self.underlying_definition}'}}", )