:py:mod:`nordea_analytics.key_figure_names` =========================================== .. py:module:: nordea_analytics.key_figure_names Module Contents --------------- Classes ~~~~~~~ .. autoapisummary:: nordea_analytics.key_figure_names.BondKeyFigureName nordea_analytics.key_figure_names.TimeSeriesKeyFigureName nordea_analytics.key_figure_names.CalculatedBondKeyFigureName nordea_analytics.key_figure_names.HorizonCalculatedBondKeyFigureName nordea_analytics.key_figure_names.CalculatedRepoBondKeyFigureName nordea_analytics.key_figure_names.LiveBondKeyFigureName nordea_analytics.key_figure_names.SwapKeyFigureName nordea_analytics.key_figure_names.SwapHorizonKeyFigureName .. py:class:: BondKeyFigureName(*args, **kwds) Bases: :py:obj:`enum.Enum` Bond key figure names available in the service. .. py:attribute:: AccruedInterest :value: 'accint' .. py:attribute:: AssetSwapSpread :value: 'asw' .. py:attribute:: BPV :value: 'bpvp' .. py:attribute:: BPV10Y :value: 'bpv10y' .. py:attribute:: BPV15Y :value: 'bpv15y' .. py:attribute:: BPV1Y :value: 'bpv1y' .. py:attribute:: BPV20Y :value: 'bpv20y' .. py:attribute:: BPV25Y :value: 'bpv25y' .. py:attribute:: BPV2Y :value: 'bpv2y' .. py:attribute:: BPV30Y :value: 'bpv30y' .. py:attribute:: BPV3M :value: 'bpv3m' .. py:attribute:: BPV5Y :value: 'bpv5y' .. py:attribute:: BPV6M :value: 'bpv6m' .. py:attribute:: BPV7Y :value: 'bpv7y' .. py:attribute:: Coupon :value: 'coupon' .. py:attribute:: CVX :value: 'cvxp' .. py:attribute:: EmpiricalBPV2Y :value: 'emp_bpv_2y' .. py:attribute:: EmpiricalBPV2Y_5 :value: 'emp_bpv_2y(5)' .. py:attribute:: EmpiricalBPV2Y_10 :value: 'emp_bpv_2y(10)' .. py:attribute:: EmpiricalBPV2Y_20 :value: 'emp_bpv_2y(20)' .. py:attribute:: EmpiricalBPV2Y_60 :value: 'emp_bpv_2y(60)' .. py:attribute:: EmpiricalBPV2Y_120 :value: 'emp_bpv_2y(120)' .. py:attribute:: EmpiricalBPV10Y :value: 'emp_bpv_10y' .. py:attribute:: EmpiricalBPV10Y_5 :value: 'emp_bpv_10y(5)' .. py:attribute:: EmpiricalBPV10Y_10 :value: 'emp_bpv_10y(10)' .. py:attribute:: EmpiricalBPV10Y_20 :value: 'emp_bpv_10y(20)' .. py:attribute:: EmpiricalBPV10Y_60 :value: 'emp_bpv_10y(60)' .. py:attribute:: EmpiricalBPV10Y_120 :value: 'emp_bpv_10y(120)' .. py:attribute:: FWDuration_Deterministic :value: 'fwduration' .. py:attribute:: GovSpread :value: 'gov_spread' .. py:attribute:: HistoricalCapitalGain :value: 'dd_princ' .. py:attribute:: HistoricalReturn :value: 'dd_total' .. py:attribute:: HistoricalReturnAccumulated :value: 'dd_total_acc' .. py:attribute:: HorizonReturn12M :value: 'return12m' .. py:attribute:: HorizonReturn12M100 :value: 'return12m100' .. py:attribute:: HorizonReturn12M25 :value: 'return12m25' .. py:attribute:: HorizonReturn12M50 :value: 'return12m50' .. py:attribute:: HorizonReturn12M75 :value: 'return12m75' .. py:attribute:: HorizonReturn12Mm100 :value: 'return12m-100' .. py:attribute:: HorizonReturn12Mm25 :value: 'return12m-25' .. py:attribute:: HorizonReturn12Mm50 :value: 'return12m-50' .. py:attribute:: HorizonReturn12Mm75 :value: 'return12m-75' .. py:attribute:: HorizonReturn3M :value: 'return3m' .. py:attribute:: HorizonReturn3M50 :value: 'return3m50' .. py:attribute:: HorizonReturn3Mm50 :value: 'return3m-50' .. py:attribute:: HorizonReturn6M :value: 'return6m' .. py:attribute:: HorizonReturn6M50 :value: 'return6m50' .. py:attribute:: HorizonReturn6Mm50 :value: 'return6m-50' .. py:attribute:: HorizonReturnCapital12M :value: 'capital12m' .. py:attribute:: HorizonReturnCapital12M100 :value: 'capital12m100' .. py:attribute:: HorizonReturnCapital12M25 :value: 'capital12m25' .. py:attribute:: HorizonReturnCapital12M50 :value: 'capital12m50' .. py:attribute:: HorizonReturnCapital12M75 :value: 'capital12m75' .. py:attribute:: HorizonReturnCapital12Mm100 :value: 'capital12m-100' .. py:attribute:: HorizonReturnCapital12Mm25 :value: 'capital12m-25' .. py:attribute:: HorizonReturnCapital12Mm50 :value: 'capital12m-50' .. py:attribute:: HorizonReturnCapital12Mm75 :value: 'capital12m-75' .. py:attribute:: HorizonReturnCapital3M :value: 'capital3m' .. py:attribute:: HorizonReturnCapital3M50 :value: 'capital3m50' .. py:attribute:: HorizonReturnCapital3Mm50 :value: 'capital3m-50' .. py:attribute:: HorizonReturnCapital6M :value: 'capital6m' .. py:attribute:: HorizonReturnCapital6M50 :value: 'capital6m50' .. py:attribute:: HorizonReturnCapital6Mm50 :value: 'capital6m-50' .. py:attribute:: HorizonReturnInterest12M :value: 'interest12m' .. py:attribute:: HorizonReturnInterest12M100 :value: 'interest12m100' .. py:attribute:: HorizonReturnInterest12M25 :value: 'interest12m25' .. py:attribute:: HorizonReturnInterest12M50 :value: 'interest12m50' .. py:attribute:: HorizonReturnInterest12M75 :value: 'interest12m75' .. py:attribute:: HorizonReturnInterest12Mm100 :value: 'interest12m-100' .. py:attribute:: HorizonReturnInterest12Mm25 :value: 'interest12m-25' .. py:attribute:: HorizonReturnInterest12Mm50 :value: 'interest12m-50' .. py:attribute:: HorizonReturnInterest12Mm75 :value: 'interest12m-75' .. py:attribute:: HorizonReturnInterest3M :value: 'interest3m' .. py:attribute:: HorizonReturnInterest3M50 :value: 'interest3m50' .. py:attribute:: HorizonReturnInterest3Mm50 :value: 'interest3m-50' .. py:attribute:: HorizonReturnInterest6M :value: 'interest6m' .. py:attribute:: HorizonReturnInterest6M50 :value: 'interest6m50' .. py:attribute:: HorizonReturnInterest6Mm50 :value: 'interest6m-50' .. py:attribute:: IndexValue :value: 'index value' .. py:attribute:: LiborSpread3M :value: 'libor_3m_spread' .. py:attribute:: LiborSpreadMci :value: 'libor_mci_spread' .. py:attribute:: LiborSpread :value: 'libor_spread' .. py:attribute:: MacauleyDuration_Deterministic :value: 'macauley_duration' .. py:attribute:: MaxOutstandingAmount :value: 'max_outstanding_amount' .. py:attribute:: ModifiedDuration_Deterministic :value: 'modduration' .. py:attribute:: OALife :value: 'oalife' .. py:attribute:: OAModifiedDuration :value: 'modified_bpv' .. py:attribute:: OAS_GOV :value: 'govoas' .. py:attribute:: OAS_OIS :value: 'oas' .. py:attribute:: OASRisk :value: 'oasrisk' .. py:attribute:: OATheta :value: 'oatheta' .. py:attribute:: OAYield :value: 'oayield' .. py:attribute:: OutstandingAmount :value: 'outstanding_amount' .. py:attribute:: OutstandingAmountCorrected :value: 'corrected_outstanding_amount' .. py:attribute:: PaymentScheduled :value: 'schedpayment' .. py:attribute:: PaymentTotal :value: 'totpayment' .. py:attribute:: PaymentTotalAmount :value: 'totpaymentamt' .. py:attribute:: PrePayment :value: 'prepublished_prepayment' .. py:attribute:: PrePaymentPercentage :value: 'prepayment' .. py:attribute:: PrePaymentPreliminary :value: 'prelimprepayment' .. py:attribute:: PrePaymentPreliminaryPercentage :value: 'ppp' .. py:attribute:: PresentValue :value: 'present_value' .. py:attribute:: PriceClean :value: 'clean_price' .. py:attribute:: PriceDirty :value: 'present_value' .. py:attribute:: PriceKF :value: 'official_price' .. py:attribute:: Pricem100 :value: 'pm100' .. py:attribute:: Pricem200 :value: 'pm200' .. py:attribute:: Pricem50 :value: 'pm50' .. py:attribute:: Pricep100 :value: 'pp100' .. py:attribute:: Pricep200 :value: 'pp200' .. py:attribute:: Pricep50 :value: 'pp50' .. py:attribute:: PriceSpread :value: 'price_spread' .. py:attribute:: PriceTheoretical :value: 'theoretical_price' .. py:attribute:: Quote :value: 'quote' .. py:attribute:: QuotedSize :value: 'quotedsize' .. py:attribute:: Spread :value: 'spread' .. py:attribute:: SpreadRisk :value: 'spreadrisk' .. py:attribute:: SwapSpread :value: 'swap_spread' .. py:attribute:: Theta :value: 'theta' .. py:attribute:: Vega :value: 'vega' .. py:attribute:: WAL_Deterministic :value: 'detwal' .. py:attribute:: YCS_3M :value: 'libor_3m_spread' .. py:attribute:: YCS_6M :value: 'libor_spread' .. py:attribute:: YCS_GOV :value: 'govycs' .. py:attribute:: YCS_OIS :value: 'ycs' .. py:attribute:: Yield :value: 'yield' .. py:class:: TimeSeriesKeyFigureName(*args, **kwds) Bases: :py:obj:`enum.Enum` Time series key figure names available in the service. .. py:attribute:: AccruedInterest :value: 'accint' .. py:attribute:: AssetSwapSpread :value: 'asw' .. py:attribute:: BPV :value: 'bpvp' .. py:attribute:: BPV10Y :value: 'bpv10y' .. py:attribute:: BPV15Y :value: 'bpv15y' .. py:attribute:: BPV1Y :value: 'bpv1y' .. py:attribute:: BPV20Y :value: 'bpv20y' .. py:attribute:: BPV25Y :value: 'bpv25y' .. py:attribute:: BPV2Y :value: 'bpv2y' .. py:attribute:: BPV30Y :value: 'bpv30y' .. py:attribute:: BPV3M :value: 'bpv3m' .. py:attribute:: BPV5Y :value: 'bpv5y' .. py:attribute:: BPV6M :value: 'bpv6m' .. py:attribute:: BPV7Y :value: 'bpv7y' .. py:attribute:: Coupon :value: 'coupon' .. py:attribute:: CVX :value: 'cvxp' .. py:attribute:: EmpiricalBPV2Y :value: 'emp_bpv_2y' .. py:attribute:: EmpiricalBPV2Y_5 :value: 'emp_bpv_2y(5)' .. py:attribute:: EmpiricalBPV2Y_10 :value: 'emp_bpv_2y(10)' .. py:attribute:: EmpiricalBPV2Y_20 :value: 'emp_bpv_2y(20)' .. py:attribute:: EmpiricalBPV2Y_60 :value: 'emp_bpv_2y(60)' .. py:attribute:: EmpiricalBPV2Y_120 :value: 'emp_bpv_2y(120)' .. py:attribute:: EmpiricalBPV10Y :value: 'emp_bpv_10y' .. py:attribute:: EmpiricalBPV10Y_5 :value: 'emp_bpv_10y(5)' .. py:attribute:: EmpiricalBPV10Y_10 :value: 'emp_bpv_10y(10)' .. py:attribute:: EmpiricalBPV10Y_20 :value: 'emp_bpv_10y(20)' .. py:attribute:: EmpiricalBPV10Y_60 :value: 'emp_bpv_10y(60)' .. py:attribute:: EmpiricalBPV10Y_120 :value: 'emp_bpv_10y(120)' .. py:attribute:: FWDuration_Deterministic :value: 'fwduration' .. py:attribute:: GovSpread :value: 'gov_spread' .. py:attribute:: HistoricalCapitalGain :value: 'dd_princ' .. py:attribute:: HistoricalReturn :value: 'dd_total' .. py:attribute:: HistoricalReturnAccumulated :value: 'dd_total_acc' .. py:attribute:: HorizonReturn12M :value: 'return12m' .. py:attribute:: HorizonReturn12M100 :value: 'return12m100' .. py:attribute:: HorizonReturn12M25 :value: 'return12m25' .. py:attribute:: HorizonReturn12M50 :value: 'return12m50' .. py:attribute:: HorizonReturn12M75 :value: 'return12m75' .. py:attribute:: HorizonReturn12Mm100 :value: 'return12m-100' .. py:attribute:: HorizonReturn12Mm25 :value: 'return12m-25' .. py:attribute:: HorizonReturn12Mm50 :value: 'return12m-50' .. py:attribute:: HorizonReturn12Mm75 :value: 'return12m-75' .. py:attribute:: HorizonReturn3M :value: 'return3m' .. py:attribute:: HorizonReturn3M50 :value: 'return3m50' .. py:attribute:: HorizonReturn3Mm50 :value: 'return3m-50' .. py:attribute:: HorizonReturn6M :value: 'return6m' .. py:attribute:: HorizonReturn6M50 :value: 'return6m50' .. py:attribute:: HorizonReturn6Mm50 :value: 'return6m-50' .. py:attribute:: HorizonReturnCapital12M :value: 'capital12m' .. py:attribute:: HorizonReturnCapital12M100 :value: 'capital12m100' .. py:attribute:: HorizonReturnCapital12M25 :value: 'capital12m25' .. py:attribute:: HorizonReturnCapital12M50 :value: 'capital12m50' .. py:attribute:: HorizonReturnCapital12M75 :value: 'capital12m75' .. py:attribute:: HorizonReturnCapital12Mm100 :value: 'capital12m-100' .. py:attribute:: HorizonReturnCapital12Mm25 :value: 'capital12m-25' .. py:attribute:: HorizonReturnCapital12Mm50 :value: 'capital12m-50' .. py:attribute:: HorizonReturnCapital12Mm75 :value: 'capital12m-75' .. py:attribute:: HorizonReturnCapital3M :value: 'capital3m' .. py:attribute:: HorizonReturnCapital3M50 :value: 'capital3m50' .. py:attribute:: HorizonReturnCapital3Mm50 :value: 'capital3m-50' .. py:attribute:: HorizonReturnCapital6M :value: 'capital6m' .. py:attribute:: HorizonReturnCapital6M50 :value: 'capital6m50' .. py:attribute:: HorizonReturnCapital6Mm50 :value: 'capital6m-50' .. py:attribute:: HorizonReturnInterest12M :value: 'interest12m' .. py:attribute:: HorizonReturnInterest12M100 :value: 'interest12m100' .. py:attribute:: HorizonReturnInterest12M25 :value: 'interest12m25' .. py:attribute:: HorizonReturnInterest12M50 :value: 'interest12m50' .. py:attribute:: HorizonReturnInterest12M75 :value: 'interest12m75' .. py:attribute:: HorizonReturnInterest12Mm100 :value: 'interest12m-100' .. py:attribute:: HorizonReturnInterest12Mm25 :value: 'interest12m-25' .. py:attribute:: HorizonReturnInterest12Mm50 :value: 'interest12m-50' .. py:attribute:: HorizonReturnInterest12Mm75 :value: 'interest12m-75' .. py:attribute:: HorizonReturnInterest3M :value: 'interest3m' .. py:attribute:: HorizonReturnInterest3M50 :value: 'interest3m50' .. py:attribute:: HorizonReturnInterest3Mm50 :value: 'interest3m-50' .. py:attribute:: HorizonReturnInterest6M :value: 'interest6m' .. py:attribute:: HorizonReturnInterest6M50 :value: 'interest6m50' .. py:attribute:: HorizonReturnInterest6Mm50 :value: 'interest6m-50' .. py:attribute:: IndexValue :value: 'index value' .. py:attribute:: LiborSpread3M :value: 'libor_3m_spread' .. py:attribute:: LiborSpreadMci :value: 'libor_mci_spread' .. py:attribute:: LiborSpread :value: 'libor_spread' .. py:attribute:: MacauleyDuration_Deterministic :value: 'macauley_duration' .. py:attribute:: MaxOutstandingAmount :value: 'max_outstanding_amount' .. py:attribute:: ModifiedDuration_Deterministic :value: 'modduration' .. py:attribute:: OALife :value: 'oalife' .. py:attribute:: OAModifiedDuration :value: 'modified_bpv' .. py:attribute:: OAS_GOV :value: 'govoas' .. py:attribute:: OAS_OIS :value: 'oas' .. py:attribute:: OASRisk :value: 'oasrisk' .. py:attribute:: OATheta :value: 'oatheta' .. py:attribute:: OAYield :value: 'oayield' .. py:attribute:: OutstandingAmount :value: 'outstanding_amount' .. py:attribute:: OutstandingAmountCorrected :value: 'corrected_outstanding_amount' .. py:attribute:: PaymentScheduled :value: 'schedpayment' .. py:attribute:: PaymentTotal :value: 'totpaymentamt' .. py:attribute:: PaymentTotalPercentage :value: 'totpayment' .. py:attribute:: PrePayment :value: 'prepublished_prepayment' .. py:attribute:: PrePaymentPercentage :value: 'prepayment' .. py:attribute:: PrePaymentPreliminary :value: 'prelimprepayment' .. py:attribute:: PrePaymentPreliminaryPercentage :value: 'ppp' .. py:attribute:: PresentValue :value: 'present_value' .. py:attribute:: PriceClean :value: 'price' .. py:attribute:: PriceDirty :value: 'present_value' .. py:attribute:: PriceKF :value: 'official_price' .. py:attribute:: Pricem100 :value: 'pm100' .. py:attribute:: Pricem200 :value: 'pm200' .. py:attribute:: Pricem300 :value: 'pm300' .. py:attribute:: Pricem400 :value: 'pm400' .. py:attribute:: Pricem50 :value: 'pm50' .. py:attribute:: Pricep100 :value: 'pp100' .. py:attribute:: Pricep200 :value: 'pp200' .. py:attribute:: Pricep300 :value: 'pp300' .. py:attribute:: Pricep400 :value: 'pp400' .. py:attribute:: Pricep50 :value: 'pp50' .. py:attribute:: PriceSpread :value: 'price_spread' .. py:attribute:: PriceTheoretical :value: 'theoretical_price' .. py:attribute:: Quote :value: 'quote' .. py:attribute:: QuotedSize :value: 'quotedsize' .. py:attribute:: Spread :value: 'spread' .. py:attribute:: SpreadRisk :value: 'spreadrisk' .. py:attribute:: SwapSpread :value: 'swap_spread' .. py:attribute:: Theta :value: 'theta' .. py:attribute:: Vega :value: 'vega' .. py:attribute:: WAL_Deterministic :value: 'detwal' .. py:attribute:: YCS_3M :value: 'libor_3m_spread' .. py:attribute:: YCS_6M :value: 'libor_spread' .. py:attribute:: YCS_GOV :value: 'govycs' .. py:attribute:: YCS_OIS :value: 'ycs' .. py:attribute:: Yield :value: 'yield' .. py:class:: CalculatedBondKeyFigureName(*args, **kwds) Bases: :py:obj:`enum.Enum` Bond key figure names that can be calculated in the service. Must be lower case. .. py:attribute:: AccruedInterest :value: 'accint' .. py:attribute:: ASW_MM :value: 'aswmm' .. py:attribute:: AssetSwapSpread :value: 'asw' .. py:attribute:: ASW_PP :value: 'aswpp' .. py:attribute:: BPV :value: 'bpv' .. py:attribute:: BPVLadder :value: 'bpvladder' .. py:attribute:: CVX :value: 'cvx' .. py:attribute:: DeterministicSpread :value: 'deterministicspread' .. py:attribute:: ExpectedCashflow :value: 'expectedcashflow' .. py:attribute:: MacaulayDuration :value: 'macdur' .. py:attribute:: ModifiedDuration :value: 'moddur' .. py:attribute:: OAYield :value: 'oayield' .. py:attribute:: PriceClean :value: 'price' .. py:attribute:: PVonTS :value: 'pvonts' .. py:attribute:: Spread :value: 'spread' .. py:attribute:: SpreadRisk :value: 'spreadrisk' .. py:attribute:: VegaMatrix :value: 'vegamatrix' .. py:attribute:: VegaonTS :value: 'vegaonts' .. py:attribute:: Yield :value: 'yield' .. py:class:: HorizonCalculatedBondKeyFigureName(*args, **kwds) Bases: :py:obj:`enum.Enum` Bond key figure names that can be horizon calculated in the service. Must be lower case. .. py:attribute:: BPV :value: 'bpv' .. py:attribute:: CVX :value: 'cvx' .. py:attribute:: PrePayments :value: 'prepayments' .. py:attribute:: PriceAtHorizon :value: 'price_at_horizon' .. py:attribute:: PriceClean :value: 'price' .. py:attribute:: ReturnInterest :value: 'return_interest' Return on coupon payments (fixed or floating) in percentage value, given that interest rate follow the .. py:attribute:: ReturnInterestAmount :value: 'return_interest_amount' Same as ReturnInterest, but in money value. .. py:attribute:: ReturnPrincipal :value: 'return_principal' The return of the principal change, while the bond price rolls down the curve towards 100. This is driven by .. py:attribute:: ReturnPrincipalAmount :value: 'return_principal_amount' Same as ReturnPrincipal, but in money value. .. py:attribute:: Spread :value: 'spread' .. py:attribute:: Yield :value: 'yield' .. py:class:: CalculatedRepoBondKeyFigureName(*args, **kwds) Bases: :py:obj:`enum.Enum` Repo Bond key figure names that can be calculated in the service. Must be lower case. .. py:attribute:: ForwardPrice :value: 'forward_price' .. py:attribute:: ForwardYield :value: 'forward_yield' .. py:attribute:: Price :value: 'price' .. py:attribute:: RepoRate :value: 'repo_rate' .. py:class:: LiveBondKeyFigureName(*args, **kwds) Bases: :py:obj:`enum.Enum` Bond key figure names available live in the service. .. py:attribute:: ASWMM :value: 'asw mm' .. py:attribute:: BPV :value: 'bpv' .. py:attribute:: CVX :value: 'cvx' .. py:attribute:: FlexSpread :value: 'flex spread' .. py:attribute:: GovSpread :value: 'gov spread' .. py:attribute:: LiborSpread3M :value: 'libor 3m spread' .. py:attribute:: LiborSpread6M :value: 'libor 6m spread' .. py:attribute:: LiborSpread6MActual :value: 'libor 6m actual spread' .. py:attribute:: DestrSpread :value: 'destr spread' .. py:attribute:: Quote :value: 'quote' .. py:attribute:: Spread :value: 'spread' .. py:attribute:: SpreadRisk :value: 'spread risk' .. py:attribute:: SwapSpread :value: 'swap spread' .. py:attribute:: Yield :value: 'yield' .. py:class:: SwapKeyFigureName(*args, **kwds) Bases: :py:obj:`enum.Enum` Swap key figure names that can be calculated in the service. .. py:attribute:: BPV :value: 'bpv' .. py:attribute:: BPVLadder :value: 'bpvladder' .. py:attribute:: CVX :value: 'cvx' .. py:attribute:: FixedRatePaid :value: 'fixed_rate_paid' .. py:attribute:: FixedRateReceived :value: 'fixed_rate_received' .. py:attribute:: FloatingSpreadPaid :value: 'floating_spread_paid' .. py:attribute:: FloatingSpreadReceived :value: 'floating_spread_received' .. py:attribute:: ImpliedRate :value: 'implied_rate' .. py:attribute:: ImpliedSpread :value: 'implied_spread' .. py:attribute:: PVonTS :value: 'pvonts' .. py:class:: SwapHorizonKeyFigureName(*args, **kwds) Bases: :py:obj:`enum.Enum` Swap horizon key figure names that can be calculated in the service. .. py:attribute:: BPV :value: 'bpv' .. py:attribute:: BPVLadder :value: 'bpvladder' .. py:attribute:: CVX :value: 'cvx' .. py:attribute:: FixedRatePaid :value: 'fixed_rate_paid' .. py:attribute:: FixedRateReceived :value: 'fixed_rate_received' .. py:attribute:: FloatingSpreadPaid :value: 'floating_spread_paid' .. py:attribute:: FloatingSpreadReceived :value: 'floating_spread_received' .. py:attribute:: ImpliedRate :value: 'implied_rate' .. py:attribute:: ImpliedSpread :value: 'implied_spread' .. py:attribute:: PVonTS :value: 'pvonts' .. py:attribute:: ReturnInterest :value: 'return_interest' Return on coupon payments in percentage value. .. py:attribute:: ReturnInterestAmount :value: 'return_interest_amount' Same as ReturnInterest, but in money value. .. py:attribute:: ReturnPrincipal :value: 'return_principal' The return of the principal change in percentage value. .. py:attribute:: ReturnPrincipalAmount :value: 'return_principal_amount' Same as ReturnPrincipal, but in money value.