:py:mod:`nordea_analytics.curve_variable_names` =============================================== .. py:module:: nordea_analytics.curve_variable_names Module Contents --------------- Classes ~~~~~~~ .. autoapisummary:: nordea_analytics.curve_variable_names.CurveName nordea_analytics.curve_variable_names.CurveDefinitionName nordea_analytics.curve_variable_names.CurveType nordea_analytics.curve_variable_names.SpotForward nordea_analytics.curve_variable_names.SpotForwardTimeSeries .. py:class:: CurveName(*args, **kwds) Bases: :py:obj:`enum.Enum` Most common available curves. Availability not limit to this list. .. py:attribute:: ATSGOV :value: 'ATSGOV' .. py:attribute:: BEFGOV :value: 'BEFGOV' .. py:attribute:: CHFGOV :value: 'CHFGOV' .. py:attribute:: CHFSWAP_Disc_OIS :value: 'CHFSWAP DISC OIS' .. py:attribute:: CHFSWAP_Fix_1D_OIS :value: 'CHFSWAP FIX 1D OIS' .. py:attribute:: CHFSWAP_Fix_1Y_OIS :value: 'CHFSWAP FIX 1Y OIS' .. py:attribute:: CHFSWAP_Fix_3M_OIS :value: 'CHFSWAP FIX 3M OIS' .. py:attribute:: CHFSWAP_Fix_6M_OIS :value: 'CHFSWAP FIX 6M OIS' .. py:attribute:: CHFSWAP_Libor :value: 'CHFSWAP LIBOR' .. py:attribute:: DEMGOV :value: 'DEMGOV' .. py:attribute:: DKKGOV :value: 'DKKGOV' .. py:attribute:: DKKMTGNYK :value: 'DKKMTGNYKSOFTBLT' .. py:attribute:: DKKMTGNYKFRN :value: 'DKKMTGFRNNYK' .. py:attribute:: DKKSWAP :value: 'DKKSWAP' .. py:attribute:: DKKSWAP_Disc_OIS :value: 'DKKSWAP DISC OIS' .. py:attribute:: DKKSWAP_Disc_CITA :value: 'DKKSWAP DISC CITA' .. py:attribute:: DKKSWAP_Fix_1D_OIS :value: 'DKKSWAP FIX 1D OIS' .. py:attribute:: DKKSWAP_Fix_1D_DESTR :value: 'DKKSWAP FIX 1D DESTR' .. py:attribute:: DKKSWAP_Fix_1M_OIS :value: 'DKKSWAP FIX 1M OIS' .. py:attribute:: DKKSWAP_Fix_1Y_OIS :value: 'DKKSWAP FIX 1Y OIS' .. py:attribute:: DKKSWAP_Fix_3M_OIS :value: 'DKKSWAP FIX 3M OIS' .. py:attribute:: DKKSWAP_Fix_6M_OIS :value: 'DKKSWAP FIX 6M OIS' .. py:attribute:: DKKSWAP_Libor :value: 'DKKSWAP LIBOR' .. py:attribute:: DKKSWAP_Libor_3M :value: 'DKKSWAP LIBOR 3M' .. py:attribute:: ESPGOV :value: 'ESPGOV' .. py:attribute:: EURGOV :value: 'EURGOV' .. py:attribute:: EURSWAP :value: 'EURSWAP' .. py:attribute:: EURSWAP_Disc_ESTR :value: 'EURSWAP DISC ESTR' .. py:attribute:: EURSWAP_Disc_OIS :value: 'EURSWAP DISC OIS' .. py:attribute:: EURSWAP_Fix_1D_ESTR :value: 'EURSWAP FIX 1D ESTR' .. py:attribute:: EURSWAP_Fix_1D_OIS :value: 'EURSWAP FIX 1D OIS' .. py:attribute:: EURSWAP_Fix_1M_ESTR :value: 'EURSWAP FIX 1M ESTR' .. py:attribute:: EURSWAP_Fix_1Y_ESTR :value: 'EURSWAP FIX 1Y ESTR' .. py:attribute:: EURSWAP_Fix_3M_ESTR :value: 'EURSWAP FIX 3M ESTR' .. py:attribute:: EURSWAP_Fix_6M_ESTR :value: 'EURSWAP FIX 6M ESTR' .. py:attribute:: EURSWAP_Libor :value: 'EURSWAP LIBOR' .. py:attribute:: FIMGOV :value: 'FIMGOV' .. py:attribute:: FRFGOV :value: 'FRFGOV' .. py:attribute:: GBPGOV :value: 'GBPGOV' .. py:attribute:: GBPSWAP :value: 'GBPSWAP' .. py:attribute:: GBPSWAP_Disc_OIS :value: 'GBPSWAP DISC OIS' .. py:attribute:: GBPSWAP_Fix_1D_OIS :value: 'GBPSWAP FIX 1D OIS' .. py:attribute:: GBPSWAP_Fix_3M_OIS :value: 'GBPSWAP FIX 3M OIS' .. py:attribute:: GBPSWAP_Fix_6M_OIS :value: 'GBPSWAP FIX 6M OIS' .. py:attribute:: GBPSWAP_Libor :value: 'GBPSWAP LIBOR' .. py:attribute:: ITLGOV :value: 'ITLGOV' .. py:attribute:: JPYGOV :value: 'JPYGOV' .. py:attribute:: JPYSWAP :value: 'JPYSWAP' .. py:attribute:: JPYSWAP_Disc_OIS :value: 'JPYSWAP DISC OIS' .. py:attribute:: JPYSWAP_Fix_1D_OIS :value: 'JPYSWAP FIX 1D OIS' .. py:attribute:: JPYSWAP_Fix_3M_OIS :value: 'JPYSWAP FIX 3M OIS' .. py:attribute:: JPYSWAP_Fix_6M_OIS :value: 'JPYSWAP FIX 6M OIS' .. py:attribute:: JPYSWAP_Libor :value: 'JPYSWAP LIBOR' .. py:attribute:: NLGGOV :value: 'NLGGOV' .. py:attribute:: NOKGOV :value: 'NOKGOV' .. py:attribute:: NOKSWAP :value: 'NOKSWAP' .. py:attribute:: NOKSWAP_Disc_OIS :value: 'NOKSWAP DISC OIS' .. py:attribute:: NOKSWAP_Fix_1D_OIS :value: 'NOKSWAP FIX 1D OIS' .. py:attribute:: NOKSWAP_Fix_1Y_OIS :value: 'NOKSWAP FIX 1Y OIS' .. py:attribute:: NOKSWAP_Fix_3M_OIS :value: 'NOKSWAP FIX 3M OIS' .. py:attribute:: NOKSWAP_Fix_6M_OIS :value: 'NOKSWAP FIX 6M OIS' .. py:attribute:: NOKSWAP_Libor :value: 'NOKSWAP LIBOR' .. py:attribute:: PLNGOV :value: 'PLNGOV' .. py:attribute:: RUBSWAP :value: 'RUBSWAP' .. py:attribute:: RUBSWAP_Disc_OIS :value: 'RUBSWAP DISC OIS' .. py:attribute:: RUBSWAP_Fix_1D_OIS :value: 'RUBSWAP FIX 1D OIS' .. py:attribute:: RUBSWAP_Fix_3M_OIS :value: 'RUBSWAP FIX 3M OIS' .. py:attribute:: RUBSWAP_Fix_6M_OIS :value: 'RUBSWAP FIX 6M OIS' .. py:attribute:: RUBSWAP_Libor :value: 'RUBSWAP LIBOR' .. py:attribute:: SEKGOV :value: 'SEKGOV' .. py:attribute:: SEKMTGBLEND :value: 'SEKMTGBLEND' .. py:attribute:: SEKMTGSKOMINV :value: 'SEKMTGSKOMINV' .. py:attribute:: SEKMTGNBH :value: 'SEKMTGNBH' .. py:attribute:: SEKMTGSEB :value: 'SEKMTGSEB' .. py:attribute:: SEKMTGSHYP :value: 'SEKMTGSHYP' .. py:attribute:: SEKMTGSWED :value: 'SEKMTGSWED' .. py:attribute:: SEKSWAP :value: 'SEKSWAP' .. py:attribute:: SEKSWAP_Disc_OIS :value: 'SEKSWAP DISC OIS' .. py:attribute:: SEKSWAP_Fix_1D_OIS :value: 'SEKSWAP FIX 1D OIS' .. py:attribute:: SEKSWAP_Fix_1Y_OIS :value: 'SEKSWAP FIX 1Y OIS' .. py:attribute:: SEKSWAP_Fix_3M_OIS :value: 'SEKSWAP FIX 3M OIS' .. py:attribute:: SEKSWAP_Fix_6M_OIS :value: 'SEKSWAP FIX 6M OIS' .. py:attribute:: SEKSWAP_Libor :value: 'SEKSWAP LIBOR' .. py:attribute:: USDGOV :value: 'USDGOV' .. py:attribute:: USDSWAP :value: 'USDSWAP' .. py:attribute:: USDSWAP_Disc_OIS :value: 'USDSWAP DISC OIS' .. py:attribute:: USDSWAP_Fix_1D_OIS :value: 'USDSWAP FIX 1D OIS' .. py:attribute:: USDSWAP_Fix_3M_OIS :value: 'USDSWAP FIX 3M OIS' .. py:attribute:: USDSWAP_Fix_6M_OIS :value: 'USDSWAP FIX 6M OIS' .. py:attribute:: USDSWAP_Libor :value: 'USDSWAP LIBOR' .. py:class:: CurveDefinitionName(*args, **kwds) Bases: :py:obj:`enum.Enum` Most common available curves definition. Availability not limit to this list. .. py:attribute:: ATSGOV :value: 'ATSGOV' .. py:attribute:: BEFGOV :value: 'BEFGOV' .. py:attribute:: CHFGOV :value: 'CHFGOV' .. py:attribute:: DEMGOV :value: 'DEMGOV' .. py:attribute:: DKKGOV :value: 'DKKGOV' .. py:attribute:: DKKMTGNYK :value: 'DKKMTGNYKSOFTBLT' .. py:attribute:: DKKMTGNYKFRN :value: 'DKKMTGFRNNYK' .. py:attribute:: DKKSWAP :value: 'DKKSWAP' .. py:attribute:: ESPGOV :value: 'ESPGOV' .. py:attribute:: EURGOV :value: 'EURGOV' .. py:attribute:: EURSWAP :value: 'EURSWAP' .. py:attribute:: FIMGOV :value: 'FIMGOV' .. py:attribute:: FRFGOV :value: 'FRFGOV' .. py:attribute:: GBPGOV :value: 'GBPGOV' .. py:attribute:: GBPSWAP :value: 'GBPSWAP' .. py:attribute:: ITLGOV :value: 'ITLGOV' .. py:attribute:: JPYGOV :value: 'JPYGOV' .. py:attribute:: JPYSWAP :value: 'JPYSWAP' .. py:attribute:: NLGGOV :value: 'NLGGOV' .. py:attribute:: NOKGOV :value: 'NOKGOV' .. py:attribute:: NOKSWAP :value: 'NOKSWAP' .. py:attribute:: NOKSWAP_Libor :value: 'NOKSWAP LIBOR' .. py:attribute:: PLNGOV :value: 'PLNGOV' .. py:attribute:: RUBSWAP :value: 'RUBSWAP' .. py:attribute:: SEKGOV :value: 'SEKGOV' .. py:attribute:: SEKMTGBLEND :value: 'SEKMTGBLEND' .. py:attribute:: SEKMTGNBH :value: 'SEKMTGNBH' .. py:attribute:: SEKMTGSEB :value: 'SEKMTGSEB' .. py:attribute:: SEKMTGSHYP :value: 'SEKMTGSHYP' .. py:attribute:: SEKMTGSWED :value: 'SEKMTGSWED' .. py:attribute:: SEKSWAP :value: 'SEKSWAP' .. py:attribute:: USDGOV :value: 'USDGOV' .. py:attribute:: USDSWAP :value: 'USDSWAP' .. py:class:: CurveType(*args, **kwds) Bases: :py:obj:`enum.Enum` Curve types available in the service. .. py:attribute:: Bootstrap :value: 'bootstrap' .. py:attribute:: NelsonSiegel :value: 'nelsonsiegel' .. py:attribute:: XNelsonSiegel :value: 'xnelsonsiegel' .. py:attribute:: HybridXNS :value: 'hybridxns' .. py:attribute:: HybridNS :value: 'hybridns' .. py:attribute:: YTMCurve :value: 'ytm curve' .. py:attribute:: ParCurve :value: 'par curve' .. py:attribute:: DurationCurve :value: 'duration curve' .. py:class:: SpotForward(*args, **kwds) Bases: :py:obj:`enum.Enum` Spot/forward available in the service. .. py:attribute:: Spot :value: 'Spot' .. py:attribute:: Forward :value: 'Forward' .. py:attribute:: ImpliedForward :value: 'ImpliedForward' .. py:class:: SpotForwardTimeSeries(*args, **kwds) Bases: :py:obj:`enum.Enum` Spot/forward available for curves time series in the service. .. py:attribute:: Spot :value: 'Spot' .. py:attribute:: Forward :value: 'Forward'