:py:mod:`nordea_analytics.convention_variable_names` ==================================================== .. py:module:: nordea_analytics.convention_variable_names Module Contents --------------- Classes ~~~~~~~ .. autoapisummary:: nordea_analytics.convention_variable_names.DateRollConvention nordea_analytics.convention_variable_names.DayCountConvention nordea_analytics.convention_variable_names.SwapDayCountConvention nordea_analytics.convention_variable_names.TimeConvention nordea_analytics.convention_variable_names.Exchange nordea_analytics.convention_variable_names.CashflowType nordea_analytics.convention_variable_names.DmbModel nordea_analytics.convention_variable_names.SwapLegType nordea_analytics.convention_variable_names.SwapFixingFrequency .. py:class:: DateRollConvention(*args, **kwds) Bases: :py:obj:`enum.Enum` Date roll conventions available in the service. .. py:attribute:: Follow :value: 'Follow' .. py:attribute:: IMM_Wednesday :value: 'IMM Wednesday' .. py:attribute:: ModFollow :value: 'Mod follow' .. py:attribute:: NoDateRoll :value: 'None' .. py:attribute:: Preceeding :value: 'Preceeding' .. py:attribute:: StartOfMonthUnadjusted :value: 'Start Of Month Unadjusted' .. py:class:: DayCountConvention(*args, **kwds) Bases: :py:obj:`enum.Enum` Day count conventions available in the service. .. py:attribute:: BankDays :value: 'Bank Days' .. py:attribute:: BusinessDays :value: 'Business Days' .. py:attribute:: CalendarDays :value: 'Calendar Days' .. py:attribute:: Days30 :value: 'Days 30' .. py:attribute:: Days30E :value: 'Days 30E' .. py:attribute:: Days30EP :value: 'Days 30EP' .. py:class:: SwapDayCountConvention(*args, **kwds) Bases: :py:obj:`enum.Enum` Day count conventions available in the service. .. py:attribute:: ActAct :value: 'actact' .. py:attribute:: ExaExa :value: 'exaexa' .. py:attribute:: Act365 :value: 'act365' .. py:attribute:: Act360 :value: 'act360' .. py:attribute:: Bond :value: '30360' .. py:attribute:: Bond30E360 :value: '30e360' .. py:attribute:: Bond30E360Isda :value: '30e360isda' .. py:attribute:: BondBund :value: 'bund' .. py:attribute:: Isda360 :value: '30d360' .. py:attribute:: Act36525 :value: 'act365.25' .. py:attribute:: ActUst :value: 'actust' .. py:attribute:: ActActIcma :value: 'actact.icma' .. py:class:: TimeConvention(*args, **kwds) Bases: :py:obj:`enum.Enum` Time conventions available in the service. .. py:attribute:: TC_30360 :value: '30360' .. py:attribute:: TC_30E360 :value: '30e360' .. py:attribute:: TC_30EP360 :value: '30ep360' .. py:attribute:: Act360 :value: 'act360' .. py:attribute:: Act365 :value: 'act365' .. py:attribute:: ISDAAct :value: 'isdaact' .. py:attribute:: ActNL365 :value: 'actnl365' .. py:attribute:: AFB :value: 'afb' .. py:attribute:: ActNL360 :value: 'actnl360' .. py:class:: Exchange(*args, **kwds) Bases: :py:obj:`enum.Enum` Exchanges available in the service. .. py:attribute:: AmericanStockExchange :value: 'AMEX' .. py:attribute:: Amsterdam :value: 'NLG' .. py:attribute:: Ankara :value: 'TRY' .. py:attribute:: Athens :value: 'GRD' .. py:attribute:: AustralianStockExchange :value: 'XASX' .. py:attribute:: Bangkok :value: 'THB' .. py:attribute:: BelgradeStockExchange :value: 'XBEL' .. py:attribute:: BermudaStockExchange :value: 'XBDA' .. py:attribute:: BombayStockExchange :value: 'XBOM' .. py:attribute:: Bratislava :value: 'SKK' .. py:attribute:: BratislavaStockExchange :value: 'XBRA' .. py:attribute:: Brussel :value: 'BEF' .. py:attribute:: BucharestStockExchange :value: 'RON' .. py:attribute:: Budapest :value: 'HUF' .. py:attribute:: BudapestStockExchange :value: 'XBUD' .. py:attribute:: BulgarianStockExchange :value: 'XBUL' .. py:attribute:: CairoandAlexandriaStockExchange :value: 'XCAI' .. py:attribute:: CasablancaStockExchange :value: 'XCAS' .. py:attribute:: ColombiaStockExchange :value: 'XBOG' .. py:attribute:: Copenhagen :value: 'DKK' .. py:attribute:: CopenhagenOTC :value: 'DKKOTC' .. py:attribute:: CyprusStockExchange :value: 'XCYS' .. py:attribute:: Dublin :value: 'IEP' .. py:attribute:: Dusseldorf :value: 'Dusseldorf' .. py:attribute:: Frankfurt :value: 'DEM' .. py:attribute:: GhanaStockExchange :value: 'XGHA' .. py:attribute:: Helsinki :value: 'FIM' .. py:attribute:: HongKong :value: 'HKD' .. py:attribute:: HongKongStockExchange :value: 'XHKG' .. py:attribute:: IcelandStockExchange :value: 'XICE' .. py:attribute:: IndonesiaStockExchange :value: 'XIDX' .. py:attribute:: IstanbulStockExchange :value: 'XIST' .. py:attribute:: JohannesburgStockExchange :value: 'XJSE' .. py:attribute:: KarachiStockExchange :value: 'XKAR' .. py:attribute:: KievInternationalStockExchange :value: 'XKIS' .. py:attribute:: KoreanStockExchange :value: 'XKRX' .. py:attribute:: KuwaitStockExchange :value: 'XKUW' .. py:attribute:: LimaStockExchange :value: 'XLIM' .. py:attribute:: Lisbon :value: 'PTE' .. py:attribute:: LithuaniaStockExchange :value: 'XLIT' .. py:attribute:: Ljubljana :value: 'SIT' .. py:attribute:: London :value: 'GBP' .. py:attribute:: LondonStockExchange :value: 'XLON' .. py:attribute:: Luxembourg :value: 'LUF' .. py:attribute:: Madrid :value: 'ESP' .. py:attribute:: MexicoCity :value: 'MXN' .. py:attribute:: MexicoStockExchange :value: 'XMEX' .. py:attribute:: Milano :value: 'ITL' .. py:attribute:: Montreal :value: 'Montreal' .. py:attribute:: Moscow :value: 'RUB' .. py:attribute:: MoscowStockExchange :value: 'XMOS' .. py:attribute:: NagoyaStockExchange :value: 'XNGO' .. py:attribute:: NasdaqOTC :value: 'Nasdaq OTC' .. py:attribute:: NationalStockExchangeofIndia :value: 'XNSE' .. py:attribute:: NewYork :value: 'USD' .. py:attribute:: NewYorkStockExchange :value: 'XNYS' .. py:attribute:: NewZealandStockExchange :value: 'XNZE' .. py:attribute:: NigerianStockExchange :value: 'XNSA' .. py:attribute:: OsakaStockExchange :value: 'XOSE' .. py:attribute:: Oslo :value: 'NOK' .. py:attribute:: Paris :value: 'FRF' .. py:attribute:: PhilippineStockExchange :value: 'XPHS' .. py:attribute:: Prague :value: 'CZK' .. py:attribute:: PragueStockExchange :value: 'XPRA' .. py:attribute:: Reykjavik :value: 'ISK' .. py:attribute:: Riga :value: 'LVL' .. py:attribute:: RigaStockExchange :value: 'XRIS' .. py:attribute:: Riyadh :value: 'SAR' .. py:attribute:: SantiagoStockExchange :value: 'XSGO' .. py:attribute:: SaudiArabianStockExchange :value: 'XSAU' .. py:attribute:: ShanghaiStockExchange :value: 'XSHG' .. py:attribute:: Singapore :value: 'SGD' .. py:attribute:: SingaporeExchange :value: 'XSES' .. py:attribute:: Stockholm :value: 'SEK' .. py:attribute:: SwissExchange :value: 'XSWX' .. py:attribute:: Sydney :value: 'AUD' .. py:attribute:: TaiwanStockExchange :value: 'XTAI' .. py:attribute:: Tallinn :value: 'EEK' .. py:attribute:: TallinnStockExchange :value: 'XTAL' .. py:attribute:: Target :value: 'EUR' .. py:attribute:: TehranStockExchange :value: 'XTEH' .. py:attribute:: TelAviv :value: 'ILS' .. py:attribute:: TelAvivStockExchange :value: 'XTAE' .. py:attribute:: ThailandStockExchange :value: 'XBKK' .. py:attribute:: Tokyo :value: 'JPY' .. py:attribute:: TokyoStockExchange :value: 'XTKS' .. py:attribute:: Toronto :value: 'Toronto' .. py:attribute:: TorontoStockExchange :value: 'XTSE' .. py:attribute:: Vienna :value: 'ATS' .. py:attribute:: Vilnius :value: 'LTL' .. py:attribute:: Warsaw :value: 'PLN' .. py:attribute:: WarsawStockExchange :value: 'XWAR' .. py:attribute:: Wellington :value: 'NZD' .. py:attribute:: XETRAStockExchange :value: 'XETRA' .. py:attribute:: Zagreb :value: 'HRK' .. py:attribute:: ZagrebStockExchange :value: 'XZAG' .. py:attribute:: Zurich :value: 'CHF' .. py:class:: CashflowType(*args, **kwds) Bases: :py:obj:`enum.Enum` Cashflow types available in the service. .. py:attribute:: CSE :value: 'CSE' .. py:attribute:: MCI :value: 'MCI' .. py:class:: DmbModel(*args, **kwds) Bases: :py:obj:`enum.Enum` DMB models available in the service. .. py:attribute:: Current :value: 'current' .. py:attribute:: Before2024 :value: 'before2024' .. py:class:: SwapLegType(*args, **kwds) Bases: :py:obj:`enum.Enum` Swap leg types available in the service. .. py:attribute:: Fixed :value: 'fixed' .. py:attribute:: Floating :value: 'floating' .. py:class:: SwapFixingFrequency(*args, **kwds) Bases: :py:obj:`enum.Enum` Swap fixing frequencies available in the service. .. py:attribute:: OIS :value: '1D' .. py:attribute:: RFR :value: 'RFR' .. py:attribute:: Quarterly :value: '3M' .. py:attribute:: SemiAnnually :value: '6M'