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FISecurity

Properties

Name Type Description Notes
calc_from_value float Calculation from value
symbol str Symbol
settlement str Settlement date [optional]
call_method str Call Method [optional]
reference_security FIReferenceSecurity [optional]
bank_loans FIBankLoans [optional]
municipal_bonds FIMunicipalBonds [optional]
loss FILoss [optional]
prepay FIPrepay [optional]
matrix_spread_adjustment float Matrix Spread Adjustment [optional]
matrix_multiplier float Matrix Multiplier [optional]
structured_products FIStructuredProductsForSecurities [optional]
attribution FIAttributionForSecurities [optional]
calc_from_method str Calculation Method. Methods : Active Spread, Actual Spread, Actual Spread To Worst Call, OAS, Price, Yield, Yield To No Call, Act/Act Yield To No Call, Bond Equivalent Yield, Yield To Worst Call, Discount Yield, Discount Margin, Implied Volatility, Bullet Spread, Bullet Spread To Worst Call, Pricing Matrix [optional]
face float Face [optional] if omitted the server will use the default value of 1
face_type str Face type [optional] if omitted the server will use the default value of "Current"
discount_curve str Discount curve [optional]

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