nordea_analytics.curve_variable_names

Module Contents

Classes

CurveName	Most common available curves. Availability not limit to this list.
CurveDefinitionName	Most common available curves definition. Availability not limit to this list.
CurveType	Curve types available in the service.
SpotForward	Spot/forward available in the service.
SpotForwardTimeSeries	Spot/forward available for curves time series in the service.

class nordea_analytics.curve_variable_names.CurveName(*args, **kwds)

Bases: enum.Enum

Most common available curves. Availability not limit to this list.

ATSGOV = 'ATSGOV'

BEFGOV = 'BEFGOV'

CHFGOV = 'CHFGOV'

CHFSWAP_Disc_OIS = 'CHFSWAP DISC OIS'

CHFSWAP_Fix_1D_OIS = 'CHFSWAP FIX 1D OIS'

CHFSWAP_Fix_1Y_OIS = 'CHFSWAP FIX 1Y OIS'

CHFSWAP_Fix_3M_OIS = 'CHFSWAP FIX 3M OIS'

CHFSWAP_Fix_6M_OIS = 'CHFSWAP FIX 6M OIS'

CHFSWAP_Libor = 'CHFSWAP LIBOR'

DEMGOV = 'DEMGOV'

DKKGOV = 'DKKGOV'

DKKMTGNYK = 'DKKMTGNYKSOFTBLT'

DKKMTGNYKFRN = 'DKKMTGFRNNYK'

DKKSWAP = 'DKKSWAP'

DKKSWAP_Disc_OIS = 'DKKSWAP DISC OIS'

DKKSWAP_Disc_CITA = 'DKKSWAP DISC CITA'

DKKSWAP_Fix_1D_OIS = 'DKKSWAP FIX 1D OIS'

DKKSWAP_Fix_1D_DESTR = 'DKKSWAP FIX 1D DESTR'

DKKSWAP_Fix_1M_OIS = 'DKKSWAP FIX 1M OIS'

DKKSWAP_Fix_1Y_OIS = 'DKKSWAP FIX 1Y OIS'

DKKSWAP_Fix_3M_OIS = 'DKKSWAP FIX 3M OIS'

DKKSWAP_Fix_6M_OIS = 'DKKSWAP FIX 6M OIS'

DKKSWAP_Libor = 'DKKSWAP LIBOR'

DKKSWAP_Libor_3M = 'DKKSWAP LIBOR 3M'

ESPGOV = 'ESPGOV'

EURGOV = 'EURGOV'

EURSWAP = 'EURSWAP'

EURSWAP_Disc_ESTR = 'EURSWAP DISC ESTR'

EURSWAP_Disc_OIS = 'EURSWAP DISC OIS'

EURSWAP_Fix_1D_ESTR = 'EURSWAP FIX 1D ESTR'

EURSWAP_Fix_1D_OIS = 'EURSWAP FIX 1D OIS'

EURSWAP_Fix_1M_ESTR = 'EURSWAP FIX 1M ESTR'

EURSWAP_Fix_1Y_ESTR = 'EURSWAP FIX 1Y ESTR'

EURSWAP_Fix_3M_ESTR = 'EURSWAP FIX 3M ESTR'

EURSWAP_Fix_6M_ESTR = 'EURSWAP FIX 6M ESTR'

EURSWAP_Libor = 'EURSWAP LIBOR'

FIMGOV = 'FIMGOV'

FRFGOV = 'FRFGOV'

GBPGOV = 'GBPGOV'

GBPSWAP = 'GBPSWAP'

GBPSWAP_Disc_OIS = 'GBPSWAP DISC OIS'

GBPSWAP_Fix_1D_OIS = 'GBPSWAP FIX 1D OIS'

GBPSWAP_Fix_3M_OIS = 'GBPSWAP FIX 3M OIS'

GBPSWAP_Fix_6M_OIS = 'GBPSWAP FIX 6M OIS'

GBPSWAP_Libor = 'GBPSWAP LIBOR'

ITLGOV = 'ITLGOV'

JPYGOV = 'JPYGOV'

JPYSWAP = 'JPYSWAP'

JPYSWAP_Disc_OIS = 'JPYSWAP DISC OIS'

JPYSWAP_Fix_1D_OIS = 'JPYSWAP FIX 1D OIS'

JPYSWAP_Fix_3M_OIS = 'JPYSWAP FIX 3M OIS'

JPYSWAP_Fix_6M_OIS = 'JPYSWAP FIX 6M OIS'

JPYSWAP_Libor = 'JPYSWAP LIBOR'

NLGGOV = 'NLGGOV'

NOKGOV = 'NOKGOV'

NOKSWAP = 'NOKSWAP'

NOKSWAP_Disc_OIS = 'NOKSWAP DISC OIS'

NOKSWAP_Fix_1D_OIS = 'NOKSWAP FIX 1D OIS'

NOKSWAP_Fix_1Y_OIS = 'NOKSWAP FIX 1Y OIS'

NOKSWAP_Fix_3M_OIS = 'NOKSWAP FIX 3M OIS'

NOKSWAP_Fix_6M_OIS = 'NOKSWAP FIX 6M OIS'

NOKSWAP_Libor = 'NOKSWAP LIBOR'

PLNGOV = 'PLNGOV'

RUBSWAP = 'RUBSWAP'

RUBSWAP_Disc_OIS = 'RUBSWAP DISC OIS'

RUBSWAP_Fix_1D_OIS = 'RUBSWAP FIX 1D OIS'

RUBSWAP_Fix_3M_OIS = 'RUBSWAP FIX 3M OIS'

RUBSWAP_Fix_6M_OIS = 'RUBSWAP FIX 6M OIS'

RUBSWAP_Libor = 'RUBSWAP LIBOR'

SEKGOV = 'SEKGOV'

SEKMTGBLEND = 'SEKMTGBLEND'

SEKMTGSKOMINV = 'SEKMTGSKOMINV'

SEKMTGNBH = 'SEKMTGNBH'

SEKMTGSEB = 'SEKMTGSEB'

SEKMTGSHYP = 'SEKMTGSHYP'

SEKMTGSWED = 'SEKMTGSWED'

SEKSWAP = 'SEKSWAP'

SEKSWAP_Disc_OIS = 'SEKSWAP DISC OIS'

SEKSWAP_Fix_1D_OIS = 'SEKSWAP FIX 1D OIS'

SEKSWAP_Fix_1Y_OIS = 'SEKSWAP FIX 1Y OIS'

SEKSWAP_Fix_3M_OIS = 'SEKSWAP FIX 3M OIS'

SEKSWAP_Fix_6M_OIS = 'SEKSWAP FIX 6M OIS'

SEKSWAP_Libor = 'SEKSWAP LIBOR'

USDGOV = 'USDGOV'

USDSWAP = 'USDSWAP'

USDSWAP_Disc_OIS = 'USDSWAP DISC OIS'

USDSWAP_Fix_1D_OIS = 'USDSWAP FIX 1D OIS'

USDSWAP_Fix_3M_OIS = 'USDSWAP FIX 3M OIS'

USDSWAP_Fix_6M_OIS = 'USDSWAP FIX 6M OIS'

USDSWAP_Libor = 'USDSWAP LIBOR'

class nordea_analytics.curve_variable_names.CurveDefinitionName(*args, **kwds)

Bases: enum.Enum

Most common available curves definition. Availability not limit to this list.

ATSGOV = 'ATSGOV'

BEFGOV = 'BEFGOV'

CHFGOV = 'CHFGOV'

DEMGOV = 'DEMGOV'

DKKGOV = 'DKKGOV'

DKKMTGNYK = 'DKKMTGNYKSOFTBLT'

DKKMTGNYKFRN = 'DKKMTGFRNNYK'

DKKSWAP = 'DKKSWAP'

ESPGOV = 'ESPGOV'

EURGOV = 'EURGOV'

EURSWAP = 'EURSWAP'

FIMGOV = 'FIMGOV'

FRFGOV = 'FRFGOV'

GBPGOV = 'GBPGOV'

GBPSWAP = 'GBPSWAP'

ITLGOV = 'ITLGOV'

JPYGOV = 'JPYGOV'

JPYSWAP = 'JPYSWAP'

NLGGOV = 'NLGGOV'

NOKGOV = 'NOKGOV'

NOKSWAP = 'NOKSWAP'

NOKSWAP_Libor = 'NOKSWAP LIBOR'

PLNGOV = 'PLNGOV'

RUBSWAP = 'RUBSWAP'

SEKGOV = 'SEKGOV'

SEKMTGBLEND = 'SEKMTGBLEND'

SEKMTGNBH = 'SEKMTGNBH'

SEKMTGSEB = 'SEKMTGSEB'

SEKMTGSHYP = 'SEKMTGSHYP'

SEKMTGSWED = 'SEKMTGSWED'

SEKSWAP = 'SEKSWAP'

USDGOV = 'USDGOV'

USDSWAP = 'USDSWAP'

class nordea_analytics.curve_variable_names.CurveType(*args, **kwds)

Bases: enum.Enum

Curve types available in the service.

Bootstrap = 'bootstrap'

NelsonSiegel = 'nelsonsiegel'

XNelsonSiegel = 'xnelsonsiegel'

HybridXNS = 'hybridxns'

HybridNS = 'hybridns'

YTMCurve = 'ytm curve'

ParCurve = 'par curve'

DurationCurve = 'duration curve'

class nordea_analytics.curve_variable_names.SpotForward(*args, **kwds)

Bases: enum.Enum

Spot/forward available in the service.

Spot = 'Spot'

Forward = 'Forward'

ImpliedForward = 'ImpliedForward'

class nordea_analytics.curve_variable_names.SpotForwardTimeSeries(*args, **kwds)

Bases: enum.Enum

Spot/forward available for curves time series in the service.

Spot = 'Spot'

Forward = 'Forward'