nordea_analytics.convention_variable_names

Module Contents

Classes

DateRollConvention	Date roll conventions available in the service.
DayCountConvention	Day count conventions available in the service.
SwapDayCountConvention	Day count conventions available in the service.
TimeConvention	Time conventions available in the service.
Exchange	Exchanges available in the service.
CashflowType	Cashflow types available in the service.
DmbModel	DMB models available in the service.
SwapLegType	Swap leg types available in the service.
SwapFixingFrequency	Swap fixing frequencies available in the service.

class nordea_analytics.convention_variable_names.DateRollConvention(*args, **kwds)

Bases: enum.Enum

Date roll conventions available in the service.

Follow = 'Follow'

IMM_Wednesday = 'IMM Wednesday'

ModFollow = 'Mod follow'

NoDateRoll = 'None'

Preceeding = 'Preceeding'

StartOfMonthUnadjusted = 'Start Of Month Unadjusted'

class nordea_analytics.convention_variable_names.DayCountConvention(*args, **kwds)

Bases: enum.Enum

Day count conventions available in the service.

BankDays = 'Bank Days'

BusinessDays = 'Business Days'

CalendarDays = 'Calendar Days'

Days30 = 'Days 30'

Days30E = 'Days 30E'

Days30EP = 'Days 30EP'

class nordea_analytics.convention_variable_names.SwapDayCountConvention(*args, **kwds)

Bases: enum.Enum

Day count conventions available in the service.

ActAct = 'actact'

ExaExa = 'exaexa'

Act365 = 'act365'

Act360 = 'act360'

Bond = '30360'

Bond30E360 = '30e360'

Bond30E360Isda = '30e360isda'

BondBund = 'bund'

Isda360 = '30d360'

Act36525 = 'act365.25'

ActUst = 'actust'

ActActIcma = 'actact.icma'

class nordea_analytics.convention_variable_names.TimeConvention(*args, **kwds)

Bases: enum.Enum

Time conventions available in the service.

TC_30360 = '30360'

TC_30E360 = '30e360'

TC_30EP360 = '30ep360'

Act360 = 'act360'

Act365 = 'act365'

ISDAAct = 'isdaact'

ActNL365 = 'actnl365'

AFB = 'afb'

ActNL360 = 'actnl360'

class nordea_analytics.convention_variable_names.Exchange(*args, **kwds)

Bases: enum.Enum

Exchanges available in the service.

AmericanStockExchange = 'AMEX'

Amsterdam = 'NLG'

Ankara = 'TRY'

Athens = 'GRD'

AustralianStockExchange = 'XASX'

Bangkok = 'THB'

BelgradeStockExchange = 'XBEL'

BermudaStockExchange = 'XBDA'

BombayStockExchange = 'XBOM'

Bratislava = 'SKK'

BratislavaStockExchange = 'XBRA'

Brussel = 'BEF'

BucharestStockExchange = 'RON'

Budapest = 'HUF'

BudapestStockExchange = 'XBUD'

BulgarianStockExchange = 'XBUL'

CairoandAlexandriaStockExchange = 'XCAI'

CasablancaStockExchange = 'XCAS'

ColombiaStockExchange = 'XBOG'

Copenhagen = 'DKK'

CopenhagenOTC = 'DKKOTC'

CyprusStockExchange = 'XCYS'

Dublin = 'IEP'

Dusseldorf = 'Dusseldorf'

Frankfurt = 'DEM'

GhanaStockExchange = 'XGHA'

Helsinki = 'FIM'

HongKong = 'HKD'

HongKongStockExchange = 'XHKG'

IcelandStockExchange = 'XICE'

IndonesiaStockExchange = 'XIDX'

IstanbulStockExchange = 'XIST'

JohannesburgStockExchange = 'XJSE'

KarachiStockExchange = 'XKAR'

KievInternationalStockExchange = 'XKIS'

KoreanStockExchange = 'XKRX'

KuwaitStockExchange = 'XKUW'

LimaStockExchange = 'XLIM'

Lisbon = 'PTE'

LithuaniaStockExchange = 'XLIT'

Ljubljana = 'SIT'

London = 'GBP'

LondonStockExchange = 'XLON'

Luxembourg = 'LUF'

Madrid = 'ESP'

MexicoCity = 'MXN'

MexicoStockExchange = 'XMEX'

Milano = 'ITL'

Montreal = 'Montreal'

Moscow = 'RUB'

MoscowStockExchange = 'XMOS'

NagoyaStockExchange = 'XNGO'

NasdaqOTC = 'Nasdaq OTC'

NationalStockExchangeofIndia = 'XNSE'

NewYork = 'USD'

NewYorkStockExchange = 'XNYS'

NewZealandStockExchange = 'XNZE'

NigerianStockExchange = 'XNSA'

OsakaStockExchange = 'XOSE'

Oslo = 'NOK'

Paris = 'FRF'

PhilippineStockExchange = 'XPHS'

Prague = 'CZK'

PragueStockExchange = 'XPRA'

Reykjavik = 'ISK'

Riga = 'LVL'

RigaStockExchange = 'XRIS'

Riyadh = 'SAR'

SantiagoStockExchange = 'XSGO'

SaudiArabianStockExchange = 'XSAU'

ShanghaiStockExchange = 'XSHG'

Singapore = 'SGD'

SingaporeExchange = 'XSES'

Stockholm = 'SEK'

SwissExchange = 'XSWX'

Sydney = 'AUD'

TaiwanStockExchange = 'XTAI'

Tallinn = 'EEK'

TallinnStockExchange = 'XTAL'

Target = 'EUR'

TehranStockExchange = 'XTEH'

TelAviv = 'ILS'

TelAvivStockExchange = 'XTAE'

ThailandStockExchange = 'XBKK'

Tokyo = 'JPY'

TokyoStockExchange = 'XTKS'

Toronto = 'Toronto'

TorontoStockExchange = 'XTSE'

Vienna = 'ATS'

Vilnius = 'LTL'

Warsaw = 'PLN'

WarsawStockExchange = 'XWAR'

Wellington = 'NZD'

XETRAStockExchange = 'XETRA'

Zagreb = 'HRK'

ZagrebStockExchange = 'XZAG'

Zurich = 'CHF'

class nordea_analytics.convention_variable_names.CashflowType(*args, **kwds)

Bases: enum.Enum

Cashflow types available in the service.

CSE = 'CSE'

MCI = 'MCI'

class nordea_analytics.convention_variable_names.DmbModel(*args, **kwds)

Bases: enum.Enum

DMB models available in the service.

Current = 'current'

Before2024 = 'before2024'

class nordea_analytics.convention_variable_names.SwapLegType(*args, **kwds)

Bases: enum.Enum

Swap leg types available in the service.

Fixed = 'fixed'

Floating = 'floating'

class nordea_analytics.convention_variable_names.SwapFixingFrequency(*args, **kwds)

Bases: enum.Enum

Swap fixing frequencies available in the service.

OIS = '1D'

RFR = 'RFR'

Quarterly = '3M'

SemiAnnually = '6M'