nordea_analytics

The Nordea Analytics Python Project API.

Subpackages

• nordea_analytics.nordea_analytics_service
  • nordea_analytics.nordea_analytics_service.core
  • nordea_analytics.nordea_analytics_service.open_banking
• nordea_analytics.shortcuts
  • nordea_analytics.shortcuts.api_logging
  • nordea_analytics.shortcuts.open_banking
  • nordea_analytics.shortcuts.proxy
  • nordea_analytics.shortcuts.utils

Submodules

• nordea_analytics.convention_variable_names
• nordea_analytics.curve_variable_names
• nordea_analytics.forecast_names
• nordea_analytics.instrument_groups
• nordea_analytics.instrument_variable_names
• nordea_analytics.key_figure_names
• nordea_analytics.search_bond_names
• nordea_analytics.swap_definition

Package Contents

Classes

CashflowType	Cashflow types available in the service.
DateRollConvention	Date roll conventions available in the service.
DayCountConvention	Day count conventions available in the service.
DmbModel	DMB models available in the service.
Exchange	Exchanges available in the service.
SwapDayCountConvention	Day count conventions available in the service.
SwapLegType	Swap leg types available in the service.
SwapFixingFrequency	Swap fixing frequencies available in the service.
TimeConvention	Time conventions available in the service.
CurveDefinitionName	Most common available curves definition. Availability not limit to this list.
CurveName	Most common available curves. 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.
YieldCountry	Yield countries available in the service.
YieldHorizon	Yield horizon available in the service.
YieldType	Yield types available in the service.
InstrumentGroup	Instrument Groups available when searching instruments.
BenchmarkName	Benchmark bonds.
BondIndexName	Bond indices.
BondKeyFigureName	Bond key figure names available in the service.
CalculatedBondKeyFigureName	Bond key figure names that can be calculated in the service.
CalculatedRepoBondKeyFigureName	Repo Bond key figure names that can be calculated in the service.
HorizonCalculatedBondKeyFigureName	Bond key figure names that can be horizon calculated in the service.
LiveBondKeyFigureName	Bond key figure names available live in the service.
SwapHorizonKeyFigureName	Swap horizon key figure names that can be calculated in the service.
SwapKeyFigureName	Swap key figure names that can be calculated in the service.
TimeSeriesKeyFigureName	Time series key figure names available in the service.
AmortisationType	Amortisation Type available when searching for bonds.
AssetType	Asset Types available when searching for bonds.
CapitalCentres	Capital centres available when searching for bonds.
CapitalCentreTypes	Capital centre types available when searching for bonds.
SearchBondInstrumentGroup	Instrument Groups available when searching for bonds.
Issuers	Most common available issuers. Availability not limited to this list.
SwapDefinition	Swap definition.

Functions

disable_analytics_warnings()

Disable AnalyticsWarning warnings.

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

Bases: enum.Enum

Cashflow types available in the service.

CSE = 'CSE'

MCI = 'MCI'

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

Bases: enum.Enum

DMB models available in the service.

Current = 'current'

Before2024 = 'before2024'

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

Bases: enum.Enum

Swap leg types available in the service.

Fixed = 'fixed'

Floating = 'floating'

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

Bases: enum.Enum

Swap fixing frequencies available in the service.

OIS = '1D'

RFR = 'RFR'

Quarterly = '3M'

SemiAnnually = '6M'

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

Bases: enum.Enum

Spot/forward available in the service.

Spot = 'Spot'

Forward = 'Forward'

ImpliedForward = 'ImpliedForward'

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

Bases: enum.Enum

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

Spot = 'Spot'

Forward = 'Forward'

class nordea_analytics.YieldCountry(*args, **kwds)

Bases: enum.Enum

Yield countries available in the service.

AU = 'AU'

BR = 'BR'

CA = 'CA'

CN = 'CN'

CZ = 'CZ'

DK = 'DK'

EU = 'EU'

HU = 'HU'

IN = 'IN'

JP = 'JP'

NO = 'NO'

PL = 'PL'

SE = 'SE'

CH = 'CH'

GB = 'GB'

US = 'US'

class nordea_analytics.YieldHorizon(*args, **kwds)

Bases: enum.Enum

Yield horizon available in the service.

Horizon_3M = '3M'

Horizon_2Y = '2Y'

Horizon_5Y = '5Y'

Horizon_10Y = '10Y'

Horizon_30Y = '30Y'

class nordea_analytics.YieldType(*args, **kwds)

Bases: enum.Enum

Yield types available in the service.

Govt = 'govt'

Libor = 'libor'

Leading = 'leading'

Swap = 'swap'

class nordea_analytics.InstrumentGroup(*args, **kwds)

Bases: enum.Enum

Instrument Groups available when searching instruments.

Bonds = 1

FX = 2

Money = 3

InterestDerivatives = 4

Equities = 5

Commodities = 6

Economics = 7

Loans = 8

AgencyBonds = 9

BenchmarkBonds = 10

BondFutures = 11

BondIndices = 12

BondOptions = 13

CreditBonds = 14

NorwegianFRNs = 15

FRNs = 15

GovernmentBonds = 16

MortgageCoveredBonds = 17

CoveredBonds = 17

FXFixings = 18

FXForwardForwards = 19

FXForwards = 20

FXOptions = 21

FXSpot = 22

FXSwaps = 23

FXVolatility = 24

NonDeliverableForwards = 25

TradeWeightedFXIndex = 26

CashFlows = 27

CertificatesofDeposits = 28

CommercialCashFlows = 29

CommercialPapers = 30

Deposits = 31

FRAs = 32

MoneyMarketFutures = 33

MoneyMarketFixingRates = 34

RepoRates = 35

CapsFloors = 36

InterestRateOptions = 37

InterestRateSwaps = 38

SwapIndices = 39

Swaptions = 40

Equity = 41

EquityIndices = 42

EquityIndexFutures = 43

Warrants = 44

EquityOptions = 45

EquityIndexOptions = 46

Commodity = 48

CommodityIndices = 49

MacroeconomicSeries = 50

MonetaryPolicyRates = 51

DanishIndexLoans = 52

FloatingRateLoans = 53

DanishCallableMortgageBonds = 54

DanishCappedFloaters = 55

DanishNonCallableMortgageBonds = 56

NorwegianVRNs = 57

VRNs = 57

NorwegianFixedRateCorporateBonds = 58

FixedRateBonds = 58

DanishIndexBonds = 59

GovernmentIndexLinkedBond = 60

GovernmentStripBonds = 61

SwedishCorporateBonds = 62

StructuredProducts = 63

Derivatives = 65

CreditDerivatives = 66

CDS = 67

DanishFixedFloaters = 68

CDSSectorData = 69

FXCarryNotes = 70

FinnishNotes = 71

SwapNotes = 72

CDSIndices = 73

Itraxx = 74

CDX = 75

FinnishHouseholdCaps = 76

FinnishPublicILBonds = 77

FinnishPrivateILBonds = 78

FinnishMutualFunds = 79

FinnishIndexBondsLSM = 80

DanishMortgageBondForwards = 86

FXIndices = 87

ZeroCouponInflationSwaps = 88

DanishSwapBonds = 89

iTraxxTranched = 90

iTraxxGeneric = 91

CDXGeneric = 92

DanishBlendedBonds = 93

SwapMirrorIndicesCancelled = 94

FinnishDynamicIndexLinkedBonds = 95

FinnishCDOs = 96

FinnishGovernmentBonds = 97

FinnishInflationLinkedBonds = 98

FinnishFixedRateBonds = 99

FinnishFloatingRateBonds = 100

FinnishEmergingFixedRateBonds = 101

FinnishEmergingFloatingRateBonds = 102

FinnishPikakauppaBonds = 103

CorporateCertificates = 105

SwedishStructured = 107

IndexLinkedBonds = 113

FixToFloatBonds = 114

Collateral = 115

SecurityLending = 116

Repos = 117

Cash = 118

EquityDerivatives = 119

EquityFutures = 120

EquityForwards = 121

EquitySwaps = 122

ETF = 123

ListedDerivatives = 125

Shares = 126

CollateralBasket = 127

CreditLinkedNotes = 128

RiskPerceptionIndicies = 129

StepCouponBonds = 130

SwedishCoveredBonds = 131

NorwegianCoveredBonds = 132

FinnishCoveredBonds = 133

EuroCoveredBonds = 134

DanishCoveredBonds = 135

DanishMortgageBenchmarks = 136

GermanCoveredBonds = 137

FrenchCoveredBonds = 138

SpanishCoveredBonds = 139

DutchCoveredBonds = 140

StructuredInflation = 141

StructuredEquity = 143

StructuredFX = 144

StructuredIR = 145

StructuredCommodity = 146

StructuredHybrid = 147

StructuredFLD = 148

Funds = 149

DanishNonCallableMortgageBondsAExt = 150

DanishNonCallableMortgageBondsARExt = 151

DanishNonCallableMortgageBondsNExt = 152

DanishCappedFloatersNExt = 153

DanishCappedFloatersAExt = 154

DanishCappedFloatersARExt = 155

CoCoBonds = 157

BullBearETN = 160

class nordea_analytics.BenchmarkName(*args, **kwds)

Bases: enum.Enum

Benchmark bonds.

DE_3M = 'DE 3M'

DE_2Y = 'DE 2Y'

DE_5Y = 'DE 5Y'

DE_10Y = 'DE 10Y'

DE_30Y = 'DE 30Y'

DK_2Y = 'DK 2Y'

DK_5Y = 'DK 5Y'

DK_10Y = 'DK 10Y'

DK_20Y = 'DK 20Y'

DK_ARM_1Y = 'DK ARM 1Y'

DK_ARM_3Y = 'DK ARM 3Y'

DK_ARM_5Y = 'DK ARM 5Y'

DK_MTG_20Y = 'DK MTG 20Y'

DK_MTG_30Y = 'DK MTG 30Y'

EU_3M = 'EU 3M'

EU_2Y = 'EU 2Y'

EU_5Y = 'EU 5Y'

EU_10Y = 'EU 10Y'

EU_30Y = 'EU 30Y'

FI_2Y = 'FI 2Y'

FI_5Y = 'FI 5Y'

FI_10Y = 'FI 10Y'

NL_2Y = 'NL 2Y'

NL_5Y = 'NL 5Y'

NL_10Y = 'NL 10Y'

NL_30Y = 'NL 3Y'

NO_3M = 'NO 3M'

NO_6M = 'NO 6M'

NO_9M = 'NO 9M'

NO_1Y = 'NO 1Y'

NO_3Y = 'NO 3Y'

NO_5Y = 'NO 5Y'

NO_10Y = 'NO 10Y'

SE_2Y = 'SE 2Y'

class nordea_analytics.BondIndexName(*args, **kwds)

Bases: enum.Enum

Bond indices.

DK_Govt = 'DK GOVT'

DK_Govt_CM_2Y = 'DK GOVT CM 2Y'

DK_Govt_CM_3Y = 'DK GOVT CM 3Y'

DK_Govt_CM_5Y = 'DK GOVT CM 5Y'

DK_Govt_CM_6Y = 'DK GOVT CM 6Y'

DK_Govt_CM_7Y = 'DK GOVT CM 7Y'

DK_Mortgage = 'DK MORTGAGE'

DK_Mortgage_CM_2Y = 'DK MORTGAGE CM 2Y'

DK_Mortgage_CM_3Y = 'DK MORTGAGE CM 3Y'

DK_Mortgage_CM_5Y = 'DK MORTGAGE CM 5Y'

DK_Mortgage_Callable = 'DK MTG CALLABLE'

DK_Mortgage_Callable_CM_3Y = 'DK MTG CALLABLE CM 3Y'

DK_Mortgage_Callable_CM_5Y = 'DK MTG CALLABLE CM 5Y'

DK_Mortgage_Callable_CM_7Y = 'DK MTG CALLABLE CM 7Y'

DK_Noncallable_Mortgage = 'DK NON-CALLBL MTG'

DK_Noncallable_Mortgage_Less_1Y = 'DK NON-CALLBL MTG <1Y'

DK_Noncallable_Mortgage_Greater_1Y = 'DK NON-CALLBL MTG >1Y'

DK_Noncallable_Mortgage_CM_1Y = 'DK NON-CALLBL MTG CM 1Y'

DK_Noncallable_Mortgage_CM_3Y = 'DK NON-CALLBL MTG CM 3Y'

class nordea_analytics.BondKeyFigureName(*args, **kwds)

Bases: enum.Enum

Bond key figure names available in the service.

AccruedInterest = 'accint'

AssetSwapSpread = 'asw'

BPV = 'bpvp'

BPV10Y = 'bpv10y'

BPV15Y = 'bpv15y'

BPV1Y = 'bpv1y'

BPV20Y = 'bpv20y'

BPV25Y = 'bpv25y'

BPV2Y = 'bpv2y'

BPV30Y = 'bpv30y'

BPV3M = 'bpv3m'

BPV5Y = 'bpv5y'

BPV6M = 'bpv6m'

BPV7Y = 'bpv7y'

Coupon = 'coupon'

CVX = 'cvxp'

EmpiricalBPV2Y = 'emp_bpv_2y'

EmpiricalBPV2Y_5 = 'emp_bpv_2y(5)'

EmpiricalBPV2Y_10 = 'emp_bpv_2y(10)'

EmpiricalBPV2Y_20 = 'emp_bpv_2y(20)'

EmpiricalBPV2Y_60 = 'emp_bpv_2y(60)'

EmpiricalBPV2Y_120 = 'emp_bpv_2y(120)'

EmpiricalBPV10Y = 'emp_bpv_10y'

EmpiricalBPV10Y_5 = 'emp_bpv_10y(5)'

EmpiricalBPV10Y_10 = 'emp_bpv_10y(10)'

EmpiricalBPV10Y_20 = 'emp_bpv_10y(20)'

EmpiricalBPV10Y_60 = 'emp_bpv_10y(60)'

EmpiricalBPV10Y_120 = 'emp_bpv_10y(120)'

FWDuration_Deterministic = 'fwduration'

GovSpread = 'gov_spread'

HistoricalCapitalGain = 'dd_princ'

HistoricalReturn = 'dd_total'

HistoricalReturnAccumulated = 'dd_total_acc'

HorizonReturn12M = 'return12m'

HorizonReturn12M100 = 'return12m100'

HorizonReturn12M25 = 'return12m25'

HorizonReturn12M50 = 'return12m50'

HorizonReturn12M75 = 'return12m75'

HorizonReturn12Mm100 = 'return12m-100'

HorizonReturn12Mm25 = 'return12m-25'

HorizonReturn12Mm50 = 'return12m-50'

HorizonReturn12Mm75 = 'return12m-75'

HorizonReturn3M = 'return3m'

HorizonReturn3M50 = 'return3m50'

HorizonReturn3Mm50 = 'return3m-50'

HorizonReturn6M = 'return6m'

HorizonReturn6M50 = 'return6m50'

HorizonReturn6Mm50 = 'return6m-50'

HorizonReturnCapital12M = 'capital12m'

HorizonReturnCapital12M100 = 'capital12m100'

HorizonReturnCapital12M25 = 'capital12m25'

HorizonReturnCapital12M50 = 'capital12m50'

HorizonReturnCapital12M75 = 'capital12m75'

HorizonReturnCapital12Mm100 = 'capital12m-100'

HorizonReturnCapital12Mm25 = 'capital12m-25'

HorizonReturnCapital12Mm50 = 'capital12m-50'

HorizonReturnCapital12Mm75 = 'capital12m-75'

HorizonReturnCapital3M = 'capital3m'

HorizonReturnCapital3M50 = 'capital3m50'

HorizonReturnCapital3Mm50 = 'capital3m-50'

HorizonReturnCapital6M = 'capital6m'

HorizonReturnCapital6M50 = 'capital6m50'

HorizonReturnCapital6Mm50 = 'capital6m-50'

HorizonReturnInterest12M = 'interest12m'

HorizonReturnInterest12M100 = 'interest12m100'

HorizonReturnInterest12M25 = 'interest12m25'

HorizonReturnInterest12M50 = 'interest12m50'

HorizonReturnInterest12M75 = 'interest12m75'

HorizonReturnInterest12Mm100 = 'interest12m-100'

HorizonReturnInterest12Mm25 = 'interest12m-25'

HorizonReturnInterest12Mm50 = 'interest12m-50'

HorizonReturnInterest12Mm75 = 'interest12m-75'

HorizonReturnInterest3M = 'interest3m'

HorizonReturnInterest3M50 = 'interest3m50'

HorizonReturnInterest3Mm50 = 'interest3m-50'

HorizonReturnInterest6M = 'interest6m'

HorizonReturnInterest6M50 = 'interest6m50'

HorizonReturnInterest6Mm50 = 'interest6m-50'

IndexValue = 'index value'

LiborSpread3M = 'libor_3m_spread'

LiborSpreadMci = 'libor_mci_spread'

LiborSpread = 'libor_spread'

MacauleyDuration_Deterministic = 'macauley_duration'

MaxOutstandingAmount = 'max_outstanding_amount'

ModifiedDuration_Deterministic = 'modduration'

OALife = 'oalife'

OAModifiedDuration = 'modified_bpv'

OAS_GOV = 'govoas'

OAS_OIS = 'oas'

OASRisk = 'oasrisk'

OATheta = 'oatheta'

OAYield = 'oayield'

OutstandingAmount = 'outstanding_amount'

OutstandingAmountCorrected = 'corrected_outstanding_amount'

PaymentScheduled = 'schedpayment'

PaymentTotal = 'totpayment'

PaymentTotalAmount = 'totpaymentamt'

PrePayment = 'prepublished_prepayment'

PrePaymentPercentage = 'prepayment'

PrePaymentPreliminary = 'prelimprepayment'

PrePaymentPreliminaryPercentage = 'ppp'

PresentValue = 'present_value'

PriceClean = 'clean_price'

PriceDirty = 'present_value'

PriceKF = 'official_price'

Pricem100 = 'pm100'

Pricem200 = 'pm200'

Pricem50 = 'pm50'

Pricep100 = 'pp100'

Pricep200 = 'pp200'

Pricep50 = 'pp50'

PriceSpread = 'price_spread'

PriceTheoretical = 'theoretical_price'

Quote = 'quote'

QuotedSize = 'quotedsize'

Spread = 'spread'

SpreadRisk = 'spreadrisk'

SwapSpread = 'swap_spread'

Theta = 'theta'

Vega = 'vega'

WAL_Deterministic = 'detwal'

YCS_3M = 'libor_3m_spread'

YCS_6M = 'libor_spread'

YCS_GOV = 'govycs'

YCS_OIS = 'ycs'

Yield = 'yield'

class nordea_analytics.CalculatedBondKeyFigureName(*args, **kwds)

Bases: enum.Enum

Bond key figure names that can be calculated in the service.

Must be lower case.

AccruedInterest = 'accint'

ASW_MM = 'aswmm'

AssetSwapSpread = 'asw'

ASW_PP = 'aswpp'

BPV = 'bpv'

BPVLadder = 'bpvladder'

CVX = 'cvx'

DeterministicSpread = 'deterministicspread'

ExpectedCashflow = 'expectedcashflow'

MacaulayDuration = 'macdur'

ModifiedDuration = 'moddur'

OAYield = 'oayield'

PriceClean = 'price'

PVonTS = 'pvonts'

Spread = 'spread'

SpreadRisk = 'spreadrisk'

VegaMatrix = 'vegamatrix'

VegaonTS = 'vegaonts'

Yield = 'yield'

class nordea_analytics.CalculatedRepoBondKeyFigureName(*args, **kwds)

Bases: enum.Enum

Repo Bond key figure names that can be calculated in the service.

Must be lower case.

ForwardPrice = 'forward_price'

ForwardYield = 'forward_yield'

Price = 'price'

RepoRate = 'repo_rate'

class nordea_analytics.HorizonCalculatedBondKeyFigureName(*args, **kwds)

Bases: enum.Enum

Bond key figure names that can be horizon calculated in the service.

Must be lower case.

BPV = 'bpv'

CVX = 'cvx'

PrePayments = 'prepayments'

PriceAtHorizon = 'price_at_horizon'

PriceClean = 'price'

ReturnInterest = 'return_interest'

Return on coupon payments (fixed or floating) in percentage value, given that interest rate follow the

ReturnInterestAmount = 'return_interest_amount'

Same as ReturnInterest, but in money value.

ReturnPrincipal = 'return_principal'

The return of the principal change, while the bond price rolls down the curve towards 100. This is driven by

ReturnPrincipalAmount = 'return_principal_amount'

Same as ReturnPrincipal, but in money value.

Spread = 'spread'

Yield = 'yield'

class nordea_analytics.LiveBondKeyFigureName(*args, **kwds)

Bases: enum.Enum

Bond key figure names available live in the service.

ASWMM = 'asw mm'

BPV = 'bpv'

CVX = 'cvx'

FlexSpread = 'flex spread'

GovSpread = 'gov spread'

LiborSpread3M = 'libor 3m spread'

LiborSpread6M = 'libor 6m spread'

LiborSpread6MActual = 'libor 6m actual spread'

DestrSpread = 'destr spread'

Quote = 'quote'

Spread = 'spread'

SpreadRisk = 'spread risk'

SwapSpread = 'swap spread'

Yield = 'yield'

class nordea_analytics.SwapHorizonKeyFigureName(*args, **kwds)

Bases: enum.Enum

Swap horizon key figure names that can be calculated in the service.

BPV = 'bpv'

BPVLadder = 'bpvladder'

CVX = 'cvx'

FixedRatePaid = 'fixed_rate_paid'

FixedRateReceived = 'fixed_rate_received'

FloatingSpreadPaid = 'floating_spread_paid'

FloatingSpreadReceived = 'floating_spread_received'

ImpliedRate = 'implied_rate'

ImpliedSpread = 'implied_spread'

PVonTS = 'pvonts'

ReturnInterest = 'return_interest'

Return on coupon payments in percentage value.

ReturnInterestAmount = 'return_interest_amount'

Same as ReturnInterest, but in money value.

ReturnPrincipal = 'return_principal'

The return of the principal change in percentage value.

ReturnPrincipalAmount = 'return_principal_amount'

Same as ReturnPrincipal, but in money value.

class nordea_analytics.SwapKeyFigureName(*args, **kwds)

Bases: enum.Enum

Swap key figure names that can be calculated in the service.

BPV = 'bpv'

BPVLadder = 'bpvladder'

CVX = 'cvx'

FixedRatePaid = 'fixed_rate_paid'

FixedRateReceived = 'fixed_rate_received'

FloatingSpreadPaid = 'floating_spread_paid'

FloatingSpreadReceived = 'floating_spread_received'

ImpliedRate = 'implied_rate'

ImpliedSpread = 'implied_spread'

PVonTS = 'pvonts'

class nordea_analytics.TimeSeriesKeyFigureName(*args, **kwds)

Bases: enum.Enum

Time series key figure names available in the service.

AccruedInterest = 'accint'

AssetSwapSpread = 'asw'

BPV = 'bpvp'

BPV10Y = 'bpv10y'

BPV15Y = 'bpv15y'

BPV1Y = 'bpv1y'

BPV20Y = 'bpv20y'

BPV25Y = 'bpv25y'

BPV2Y = 'bpv2y'

BPV30Y = 'bpv30y'

BPV3M = 'bpv3m'

BPV5Y = 'bpv5y'

BPV6M = 'bpv6m'

BPV7Y = 'bpv7y'

Coupon = 'coupon'

CVX = 'cvxp'

EmpiricalBPV2Y = 'emp_bpv_2y'

EmpiricalBPV2Y_5 = 'emp_bpv_2y(5)'

EmpiricalBPV2Y_10 = 'emp_bpv_2y(10)'

EmpiricalBPV2Y_20 = 'emp_bpv_2y(20)'

EmpiricalBPV2Y_60 = 'emp_bpv_2y(60)'

EmpiricalBPV2Y_120 = 'emp_bpv_2y(120)'

EmpiricalBPV10Y = 'emp_bpv_10y'

EmpiricalBPV10Y_5 = 'emp_bpv_10y(5)'

EmpiricalBPV10Y_10 = 'emp_bpv_10y(10)'

EmpiricalBPV10Y_20 = 'emp_bpv_10y(20)'

EmpiricalBPV10Y_60 = 'emp_bpv_10y(60)'

EmpiricalBPV10Y_120 = 'emp_bpv_10y(120)'

FWDuration_Deterministic = 'fwduration'

GovSpread = 'gov_spread'

HistoricalCapitalGain = 'dd_princ'

HistoricalReturn = 'dd_total'

HistoricalReturnAccumulated = 'dd_total_acc'

HorizonReturn12M = 'return12m'

HorizonReturn12M100 = 'return12m100'

HorizonReturn12M25 = 'return12m25'

HorizonReturn12M50 = 'return12m50'

HorizonReturn12M75 = 'return12m75'

HorizonReturn12Mm100 = 'return12m-100'

HorizonReturn12Mm25 = 'return12m-25'

HorizonReturn12Mm50 = 'return12m-50'

HorizonReturn12Mm75 = 'return12m-75'

HorizonReturn3M = 'return3m'

HorizonReturn3M50 = 'return3m50'

HorizonReturn3Mm50 = 'return3m-50'

HorizonReturn6M = 'return6m'

HorizonReturn6M50 = 'return6m50'

HorizonReturn6Mm50 = 'return6m-50'

HorizonReturnCapital12M = 'capital12m'

HorizonReturnCapital12M100 = 'capital12m100'

HorizonReturnCapital12M25 = 'capital12m25'

HorizonReturnCapital12M50 = 'capital12m50'

HorizonReturnCapital12M75 = 'capital12m75'

HorizonReturnCapital12Mm100 = 'capital12m-100'

HorizonReturnCapital12Mm25 = 'capital12m-25'

HorizonReturnCapital12Mm50 = 'capital12m-50'

HorizonReturnCapital12Mm75 = 'capital12m-75'

HorizonReturnCapital3M = 'capital3m'

HorizonReturnCapital3M50 = 'capital3m50'

HorizonReturnCapital3Mm50 = 'capital3m-50'

HorizonReturnCapital6M = 'capital6m'

HorizonReturnCapital6M50 = 'capital6m50'

HorizonReturnCapital6Mm50 = 'capital6m-50'

HorizonReturnInterest12M = 'interest12m'

HorizonReturnInterest12M100 = 'interest12m100'

HorizonReturnInterest12M25 = 'interest12m25'

HorizonReturnInterest12M50 = 'interest12m50'

HorizonReturnInterest12M75 = 'interest12m75'

HorizonReturnInterest12Mm100 = 'interest12m-100'

HorizonReturnInterest12Mm25 = 'interest12m-25'

HorizonReturnInterest12Mm50 = 'interest12m-50'

HorizonReturnInterest12Mm75 = 'interest12m-75'

HorizonReturnInterest3M = 'interest3m'

HorizonReturnInterest3M50 = 'interest3m50'

HorizonReturnInterest3Mm50 = 'interest3m-50'

HorizonReturnInterest6M = 'interest6m'

HorizonReturnInterest6M50 = 'interest6m50'

HorizonReturnInterest6Mm50 = 'interest6m-50'

IndexValue = 'index value'

LiborSpread3M = 'libor_3m_spread'

LiborSpreadMci = 'libor_mci_spread'

LiborSpread = 'libor_spread'

MacauleyDuration_Deterministic = 'macauley_duration'

MaxOutstandingAmount = 'max_outstanding_amount'

ModifiedDuration_Deterministic = 'modduration'

OALife = 'oalife'

OAModifiedDuration = 'modified_bpv'

OAS_GOV = 'govoas'

OAS_OIS = 'oas'

OASRisk = 'oasrisk'

OATheta = 'oatheta'

OAYield = 'oayield'

OutstandingAmount = 'outstanding_amount'

OutstandingAmountCorrected = 'corrected_outstanding_amount'

PaymentScheduled = 'schedpayment'

PaymentTotal = 'totpaymentamt'

PaymentTotalPercentage = 'totpayment'

PrePayment = 'prepublished_prepayment'

PrePaymentPercentage = 'prepayment'

PrePaymentPreliminary = 'prelimprepayment'

PrePaymentPreliminaryPercentage = 'ppp'

PresentValue = 'present_value'

PriceClean = 'price'

PriceDirty = 'present_value'

PriceKF = 'official_price'

Pricem100 = 'pm100'

Pricem200 = 'pm200'

Pricem300 = 'pm300'

Pricem400 = 'pm400'

Pricem50 = 'pm50'

Pricep100 = 'pp100'

Pricep200 = 'pp200'

Pricep300 = 'pp300'

Pricep400 = 'pp400'

Pricep50 = 'pp50'

PriceSpread = 'price_spread'

PriceTheoretical = 'theoretical_price'

Quote = 'quote'

QuotedSize = 'quotedsize'

Spread = 'spread'

SpreadRisk = 'spreadrisk'

SwapSpread = 'swap_spread'

Theta = 'theta'

Vega = 'vega'

WAL_Deterministic = 'detwal'

YCS_3M = 'libor_3m_spread'

YCS_6M = 'libor_spread'

YCS_GOV = 'govycs'

YCS_OIS = 'ycs'

Yield = 'yield'

class nordea_analytics.AmortisationType(*args, **kwds)

Bases: enum.Enum

Amortisation Type available when searching for bonds.

Annuity = 'annuity'

Bullet = 'bullet'

Irregular = 'irregular'

Serial = 'serial'

class nordea_analytics.AssetType(*args, **kwds)

Bases: enum.Enum

Asset Types available when searching for bonds.

BenchmarkBond = 'Benchmark Bond'

DanishCappedFloaters = 'Danish Capped Floater'

CreditBond = 'credit bond'

DanishIndexBond = 'Danish index bond'

DanishMortgageBond = 'Danish mortgage bond'

FixToFloatBond = 'Fix To Float Bond'

FRN = 'FRN'

IndexLinkedBond = 'Index Linked Bond'

NonCallableBond = 'Non-callable Bond'

class nordea_analytics.CapitalCentres(*args, **kwds)

Bases: enum.Enum

Capital centres available when searching for bonds.

BRF_B = 'B (BRF)'

BRF_E = 'E (BRF)'

BRF_General = 'GENERAL (BRF)'

DLR_B = 'B (DLR)'

DLR_General = 'GENERAL (DLR)'

NDA_1 = '1 (NDA)'

NDA_2 = '2 (NDA)'

NYK_C = 'C (NYK)'

NYK_D = 'D (NYK)'

NYK_E = 'E (NYK)'

NYK_G = 'G (NYK)'

NYK_General = 'GENERAL (NYK)'

NYK_H = 'H (NYK)'

NYK_I = 'I (NYK)'

RD_General = 'GENERAL (RD)'

RD_S = 'S (RD)'

RD_T = 'T (RD)'

TOT_C = 'C (TOT)'

class nordea_analytics.CapitalCentreTypes(*args, **kwds)

Bases: enum.Enum

Capital centre types available when searching for bonds.

JCB = 'JCB'

RO = 'RO'

SDO = 'SDO'

SDRO = 'SDRO'

class nordea_analytics.SearchBondInstrumentGroup(*args, **kwds)

Bases: enum.Enum

Instrument Groups available when searching for bonds.

CreditBonds = 'Credit Bonds'

CoCoBonds = 'CoCo Bonds'

DanishCallableMortgageBonds = 'Danish Callable Mortgage Bonds'

DanishCappedFloater = '"Danish CF MB, non-extendable"'

DanishCappedFloaterAuctionExtendable = '"Danish CF MB, auc-extendable"'

DanishCappedFloaterAuctionAndRateExtendable = '"Danish CF MB, auc+rate-extendable"'

DanishIndexBonds = 'Danish Index Bonds'

DanishNonCallableMortgageBond = '"Danish CF MB, non-extendable"'

DanishNonCallableMortgageBondAuctionExtendable = '"Danish Non-call MB, auc-extendable"'

DanishNonCallableMortgageBondAuctionAndRateExtendable = '"Danish Non-call MB, auc+rate-extendable"'

FixedRateBonds = 'Fixed Rate Bonds'

FloatingRateNotes = 'FRNs'

GovernmentBonds = 'Government Bonds'

IndexLinkedBonds = 'Index Linked Bonds'

class nordea_analytics.Issuers

Most common available issuers. Availability not limited to this list.

Aareal_Bank_AG = 'Aareal Bank AG'

Aareal_Beteiligungen_AG = 'Aareal Beteiligungen AG'

Aareal_Hyp_AG = 'Aareal Hyp AG'

ABB_International_Finance_Ltd = 'ABB International Finance Ltd'

Abbey_National_Treasury_Services_London_Plc = 'Abbey National Treasury Services (London) Plc'

Accor_SA = 'Accor SA'

Achmea_Bank_NV = 'Achmea Bank NV'

Adecco_Financial_Service_Ltd = 'Adecco Financial Service Ltd'

Agbar_International_BV = 'Agbar International BV'

ageas_Fin_NV = 'ageas Fin NV'

Ahold_Finance_USA_LLC = 'Ahold Finance USA LLC'

Air_Products_and_Chemicals_Inc = 'Air Products and Chemicals Inc'

Akzo_Nobel_NV = 'Akzo Nobel NV'

Alcatel_Lucent_SA = 'Alcatel Lucent SA'

Allianz_SE = 'Allianz SE'

Allied_Domecq_Financial_Services_Ltd = 'Allied Domecq Financial Services Ltd'

Ally_Financial_Inc = 'Ally Financial Inc'

Altria_Finance_Cayman_Islands_Ltd = 'Altria Finance Cayman Islands Ltd'

Anglian_Water_Services_Financing_Plc = 'Anglian Water Services Financing Plc'

ArcelorMittal_Finance = 'ArcelorMittal Finance'

Asian_Development_Bank = 'Asian Development Bank'

Assa_Abloy_AB = 'Assa Abloy AB'

Assicurazioni_Generali_SpA = 'Assicurazioni Generali SpA'

ATT_Corp = 'AT&T Corp'

Australia = 'Australia'

Australia_and_New_Zealand_Banking_Group_Ltd = 'Australia and New Zealand Banking Group Ltd'

Austria = 'Austria'

Autoliv_Inc_OLD = 'Autoliv Inc (OLD)'

AXA_SA = 'AXA SA'

Banco_Bilbao_Vizcaya_Argentaria_SA = 'Banco Bilbao Vizcaya Argentaria SA'

Banco_Espanol_de_Credito_SA_Banesto = 'Banco Español de Crédito SA (Banesto)'

Bank_1_Oslo_Akershus_AS = 'Bank 1 Oslo Akershus AS'

Bank_fur_Arbeit_und_Wirtschaft_AG = 'Bank für Arbeit und Wirtschaft AG'

Bank_Nederlandse_Gemeenten_NV = 'Bank Nederlandse Gemeenten NV'

Bank_of_America_Corp = 'Bank of America Corp'

Bank_of_Scotland_Plc = 'Bank of Scotland Plc'

Bankinter_SA = 'Bankinter SA'

Barclays_Bank_Plc = 'Barclays Bank Plc'

BASF_SE = 'BASF SE'

BAT_International_Finance_Plc = 'BAT International Finance Plc'

Baxter_International_Inc = 'Baxter International Inc'

Bayer_AG = 'Bayer AG'

Bayerische_Landesbank = 'Bayerische Landesbank'

Belgium = 'Belgium'

Berlin_Hannover_Hypothekenbank_AG = 'Berlin-Hannover Hypothekenbank AG'

Bezeq_Israeli_Telecommunication_Corp_Ltd = 'Bezeq Israeli Telecommunication Corp Ltd'

BMW_Finance_NV = 'BMW Finance NV'

BN_Bank_ASA = 'BN Bank ASA'

Bolig_og_Naeringskreditt_AS = 'Bolig og Næringskreditt AS'

Bombardier_Inc = 'Bombardier Inc'

Bouygues_SA = 'Bouygues SA'

BPB_Ltd = 'BPB Ltd'

BPCE = 'BPCE'

Bradford_and_Bingley_Plc = 'Bradford & Bingley Plc'

Brazil = 'Brazil'

Brisa_Finance_BV = 'Brisa Finance BV'

British_Telecommunications_Plc = 'British Telecommunications Plc'

Burmah_Castrol_Plc = 'Burmah Castrol Plc'

Caisse_Centrale_du_Credit_Immobilier_de_France_SA = 'Caisse Centrale du Credit Immobilier de France SA'

Caisse_dAmortissement_de_la_Dette_Sociale = "Caisse d'Amortissement de la Dette Sociale"

Caisse_Nationale_des_Autoroutes = 'Caisse Nationale des Autoroutes'

Caixa_d_Estalvis_Catalunya_Tarragona_i_Manresa = 'Caixa d Estalvis Catalunya Tarragona i Manresa'

Caja_de_Ahorros_y_Monte_de_Piedad_de_Madrid = 'Caja de Ahorros y Monte de Piedad de Madrid'

Caja_de_Ahorros_y_Pensiones_de_Barcelona = 'Caja de Ahorros y Pensiones de Barcelona'

Canada = 'Canada'

Carrefour_SA = 'Carrefour SA'

Casino_Guichard_Perrachon_SA = 'Casino Guichard Perrachon SA'

Cie_Financiere_et_Industrielle_des_Autoroutes_SA = 'Cie Financiere et Industrielle des Autoroutes SA'

CIF_Euromortgage_SA = 'CIF Euromortgage SA'

CIFG_Assurn_North_America_Inc = 'CIFG Assurn North America Inc'

CIT_Group_Inc = 'CIT Group Inc'

Citigroup_Inc = 'Citigroup Inc'

Clear_Channel_Communications_Inc = 'Clear Channel Communications Inc'

CocaCola_HBC_Finance_BV = 'Coca-Cola HBC Finance BV'

CocaCola_Refreshments_USA_Inc = 'CocaCola Refreshments USA Inc'

Commerzbank_AG = 'Commerzbank AG'

Compagnie_de_Financement_Foncier_SA = 'Compagnie de Financement Foncier SA'

Compass_Group_Plc = 'Compass Group Plc'

Continental_Rubber_of_America = 'Continental Rubber of America'

Cooper_Industries_Finance_BV = 'Cooper Industries Finance BV'

Corning_Inc = 'Corning Inc'

Corus_Finance_Plc = 'Corus Finance Plc'

Costa_Finance_SA = 'Costa Finance SA'

Croatia = 'Croatia'

Czech_Republic = 'Czech Republic'

Danaher_Corp = 'Danaher Corp'

Danmarks_Skibskreditfond = 'Danmarks Skibskreditfond'

Danone_Finance_SA = 'Danone Finance SA'

Dansk_Landbrugs_Realkreditfond_Kredit_AS = 'Dansk Landbrugs Realkreditfond Kredit A/S'

Danske_Bank_AS = 'Danske Bank A/S'

Danske_Hypotek_AB_Publ = 'Danske Hypotek AB (Publ)'

Danske_Kredit_Realkreditaktieselskab = 'Danske Kredit Realkreditaktieselskab'

DekaBank_Deutsche_Girozentrale = 'DekaBank Deutsche Girozentrale'

Denmark = 'Denmark'

Dentsply_International_Inc = 'Dentsply International Inc'

Deutsche_Bahn_Finance_GmbH = 'Deutsche Bahn Finance GmbH'

Deutsche_Bank_AG = 'Deutsche Bank AG'

Deutsche_Genossenschafts_Hypothekenbank_AG = 'Deutsche Genossenschafts-Hypothekenbank AG'

Deutsche_Hypothekenbank_AG = 'Deutsche Hypothekenbank AG'

Deutsche_Pfandbriefbank_AG = 'Deutsche Pfandbriefbank AG'

Deutsche_Postbank_AG = 'Deutsche Postbank AG'

Deutsche_Telekom_International_Finance_BV = 'Deutsche Telekom International Finance BV'

Development_Bank_of_Japan = 'Development Bank of Japan'

Dexia_Credit_Local_SA = 'Dexia Credit Local SA'

Dexia_Kommunalbank_Deutschland_AG = 'Dexia Kommunalbank Deutschland AG'

Dexia_Municipal_Agency = 'Dexia Municipal Agency'

Dow_Chemical_Co = 'Dow Chemical Co'

Dresdner_Finance_BV = 'Dresdner Finance BV'

Dusseldorfer_Hypothekenbank_AG = 'Düsseldorfer Hypothekenbank AG'

EON_International_Finance_BV = 'E.ON International Finance BV'

EON_UK_Plc = 'E.ON UK Plc'

Ecolab_Inc = 'Ecolab Inc'

Edison_SpA = 'Edison SpA'

EDP_Energias_de_Portugal_SA = 'EDP Energias de Portugal SA'

Eika_Boligkreditt_AS = 'Eika Boligkreditt AS'

El_Paso_Corp = 'El Paso Corp'

Electricite_de_France_SA = 'Electricite de France SA'

Electrolux_AB = 'Electrolux AB'

Elisa_Oyj = 'Elisa Oyj'

EnBW_International_Finance_BV = 'EnBW International Finance BV'

Endesa_SA = 'Endesa SA'

Enel_SpA = 'Enel SpA'

ENI_SpA = 'ENI SpA'

Estonia = 'Estonia'

Euro_Zone = 'Euro Zone'

Eurohypo_AG = 'Eurohypo AG'

Europaische_Hypothekenbank_SA_Luxembourg = 'Europäische Hypothekenbank SA Luxembourg'

European_Investment_Bank = 'European Investment Bank'

EVN_AG = 'EVN AG'

Experian_Finance_Plc = 'Experian Finance Plc'

Fannie_Mae_Federal_National_Mortgage_Association = 'Fannie Mae (Federal National Mortgage Association)'

Faroe_Islands = 'Faroe Islands'

Fiat_Chrysler_Finance_Europe_SA = 'Fiat Chrysler Finance Europe SA'

FIH_Erhvervsbank = 'FIH Erhvervsbank'

FIL_Ltd = 'FIL Ltd'

Finland = 'Finland'

FKI_Ltd = 'FKI Ltd'

Fonterra_Cooperative_Group_Ltd = 'Fonterra Cooperative Group Ltd'

Ford_Motor_Credit_Company_LLC = 'Ford Motor Credit Company LLC'

France = 'France'

France_Telecom_SA = 'France Telecom SA'

Freddie_Mac_Federal_Home_Loan_Mortgage_Corp = 'Freddie Mac (Federal Home Loan Mortgage Corp)'

Gallaher_Group_Ltd = 'Gallaher Group Ltd'

Gas_Natural_Finance_BV = 'Gas Natural Finance BV'

General_Electric_Capital_Corp = 'General Electric Capital Corp'

Germany = 'Germany'

GIE_PSA_Tresorerie = 'GIE PSA Tresorerie'

Gillette_Co = 'Gillette Co'

Goodyear_Tire_and_Rubber_Co = 'Goodyear Tire & Rubber Co'

Greece = 'Greece'

Halifax_Group_Euro_Finance_LP = 'Halifax Group Euro Finance LP'

Hammerson_Plc = 'Hammerson Plc'

HeidelbergCement_Finance_BV = 'HeidelbergCement Finance BV'

Helaba_International_Finance_Plc = 'Helaba International Finance Plc'

Helgeland_Boligkreditt_AS = 'Helgeland Boligkreditt AS'

Hewlett_Packard_Enterprise_Co = 'Hewlett Packard Enterprise Co'

HJ_Heinz_Co = 'HJ Heinz Co'

HSBC_Finance_Corp = 'HSBC Finance Corp'

HSH_N_Finance_Guernsey_Ltd = 'HSH N Finance Guernsey Ltd'

Hungary = 'Hungary'

Hutchison_Whampoa_Finance_CI_Ltd = 'Hutchison Whampoa Finance (CI) Ltd'

Hypo_Alpe_Adria_Bank_International_AG = 'Hypo Alpe-Adria-Bank International AG'

Hypo_Pfandbrief_Bank_International_SA = 'Hypo Pfandbrief Bank International SA'

Hypo_Real_Estate_Bank_AG_Nurnberger_Hypothekenbank = 'Hypo Real Estate Bank AG (Nürnberger Hypothekenbank)'

Hypo_Real_Estate_Bank_International_AG = 'Hypo Real Estate Bank International AG'

Hypo_Tirol_Bank_AG = 'Hypo Tirol Bank AG'

Iberdrola_International_BV = 'Iberdrola International BV'

Imerys_SA = 'Imerys SA'

Imperial_Brands_Finance_Plc = 'Imperial Brands Finance Plc'

ING_Bank_NV = 'ING Bank NV'

ING_Groep_NV = 'ING Groep NV'

Innogy_Finance_BV = 'Innogy Finance BV'

Innogy_Plc = 'Innogy Plc'

Instituto_de_Credito_Oficial = 'Instituto de Credito Oficial'

Inter_American_Development_Bank = 'Inter-American Development Bank'

International_Bank_for_Reconstruction_and_Development = 'International Bank for Reconstruction and Development'

International_Business_Machines_Corp = 'International Business Machines Corp'

International_Lease_Finance_Corp = 'International Lease Finance Corp'

Invensys_Plc = 'Invensys Plc'

Investor_AB = 'Investor AB'

Ireland = 'Ireland'

Italy = 'Italy'

J_Sainsbury_Plc = 'J Sainsbury Plc'

Japan = 'Japan'

JP_Morgan_Chase_and_Co = 'JP Morgan Chase & Co'

Jyske_Realkredit_AS = 'Jyske Realkredit A/S'

KBC_Internationale_Financieringsmaatschappij_NV = 'KBC Internationale Financieringsmaatschappij NV'

Kelda_Group_Ltd = 'Kelda Group Ltd'

Klepierre = 'Klepierre'

Kommunalbanken_AS = 'Kommunalbanken AS'

Kommunekredit_AS = 'Kommunekredit AS'

Kongeriget_Danmarks_Fiskeribank = 'Kongeriget Danmarks Fiskeribank'

Koninklijke_DSM_NV = 'Koninklijke DSM NV'

Koninklijke_KPN_NV = 'Koninklijke KPN NV'

Koninklijke_Philips_NV = 'Koninklijke Philips NV'

Kreditanstalt_fur_Wiederaufbau = 'Kreditanstalt für Wiederaufbau'

Ladbrokes_Group_Finance_Plc = 'Ladbrokes Group Finance Plc'

Lafarge_SA = 'Lafarge SA'

Landesbank_Baden_Wuerttemberg = 'Landesbank Baden Wuerttemberg'

Landesbank_Berlin_AG = 'Landesbank Berlin AG'

Landesbank_Schleswig_Holstein_Girozentrale = 'Landesbank Schleswig-Holstein Girozentrale'

Landmark_Mortgages_Ltd = 'Landmark Mortgages Ltd'

Landshypotek_Bank_AB_publ = 'Landshypotek Bank AB (publ)'

Landwirtschaftliche_Rentenbank = 'Landwirtschaftliche Rentenbank'

Lansforsakringar_Hypotek_AB_publ = 'Lansforsakringar Hypotek AB (publ)'

Latvia = 'Latvia'

Lehman_Brothers_Holdings_Inc = 'Lehman Brothers Holdings Inc'

Linde_Finance_BV = 'Linde Finance BV'

Lithuania = 'Lithuania'

Liz_Claiborne_Inc = 'Liz Claiborne Inc'

LR_Realkredit_Landsbankernes_Reallanefond_AS = 'LR Realkredit (Landsbankernes Reallånefond) A/S'

Marks_and_Spencer_Plc = 'Marks & Spencer Plc'

MBNA_Europe_Funding_Plc = 'MBNA Europe Funding Plc'

McDonalds_Corp = "McDonald's Corp"

Merrill_Lynch__Inc = 'Merrill Lynch  Inc'

Metallgesellschaft_Finance = 'Metallgesellschaft Finance'

Metro_AG = 'Metro AG'

Metsa_Board_Oyj = 'Metsa Board Oyj'

Metso_Oyj = 'Metso Oyj'

Mexico = 'Mexico'

Michelin_Luxembourg_SCS = 'Michelin Luxembourg SCS'

mmO2_Plc = 'mmO2 Plc'

Morgan_Guaranty_Trust_Co_of_New_York = 'Morgan Guaranty Trust Co of New York'

Morgan_Stanley = 'Morgan Stanley'

Munchener_Hypothekenbank_eG = 'Münchener Hypothekenbank eG'

National_Grid_Gas_Plc = 'National Grid Gas Plc'

National_Rural_Utilities_Cooperative_Finance_Corp = 'National Rural Utilities Cooperative Finance Corp'

Nederlandse_Waterschapsbank_NV = 'Nederlandse Waterschapsbank NV'

Nestle_SA = 'Nestle SA'

Netherlands = 'Netherlands'

New_Zealand = 'New Zealand'

Nippon_Telegraph_and_Telephone_Corp = 'Nippon Telegraph & Telephone Corp'

Norddeutsche_Landesbank_Girozentrale = 'Norddeutsche Landesbank Girozentrale'

Nordea_Nordbanken_Hypotek_AB = 'Nordea (Nordbanken) Hypotek AB'

Nordea_Bank_Abp = 'Nordea Bank Abp'

Nordea_Bank_Danmark_AS = 'Nordea Bank Danmark A/S'

Nordea_Bank_Finland_ABP = 'Nordea Bank Finland ABP'

Nordea_Bank_Norge_ASA = 'Nordea Bank Norge ASA'

Nordea_Bank_Sweden_AB = 'Nordea Bank Sweden AB'

Nordea_Eiendomskreditt_AS = 'Nordea Eiendomskreditt AS'

Nordea_Funds_Oy = 'Nordea Funds Oy'

Nordea_Hypotek_AB = 'Nordea Hypotek AB'

Nordea_Hypoteksbank_Abp = 'Nordea Hypoteksbank Abp'

Nordea_Kredit_Realkreditaktieselskab = 'Nordea Kredit Realkreditaktieselskab'

Nordea_Mortgage_Bank_Plc = 'Nordea Mortgage Bank Plc'

Norsk_Hydro_ASA = 'Norsk Hydro ASA'

Norway = 'Norway'

Novartis_Securities_Investment_Ltd = 'Novartis Securities Investment Ltd'

Nykredit_Realkredit_AS = 'Nykredit Realkredit A/S'

Oesterreichische_Kontrollbank_AG = 'Oesterreichische Kontrollbank AG'

OP_Mortgage_Bank = 'OP Mortgage Bank'

OTE_Plc = 'OTE Plc'

Parker_Hannifin_Corp = 'Parker Hannifin Corp'

Pearson_Funding_Five_Plc = 'Pearson Funding Five Plc'

Pemex_Project_Funding_Master_Trust = 'Pemex Project Funding Master Trust'

Petronas_Capital_Ltd = 'Petronas Capital Ltd'

Pfandbriefstelle_der_Oesterreichischen_Landes_Hypothekenbanken = 'Pfandbriefstelle der Oesterreichischen Landes-Hypothekenbanken'

Pilkington_Group_Ltd = 'Pilkington Group Ltd'

Pirelli_SpA = 'Pirelli SpA'

Poland = 'Poland'

Portugal = 'Portugal'

Portugal_Telecom_International_Finance_BV = 'Portugal Telecom International Finance BV'

PostNL_NV = 'PostNL NV'

Procter_and_Gamble_Co = 'Procter & Gamble Co'

Promodes_SA = 'Promodes SA'

ProSieben_SAT_1_Media_AG = 'ProSieben SAT.1 Media AG'

Public_Power_Corp_SA = 'Public Power Corp SA'

Publishing_and_Broadcasting_Finance_Ltd = 'Publishing and Broadcasting Finance Ltd'

Quebec_Province_of = 'Quebec (Province of)'

Rabobank_Nederland_NV = 'Rabobank Nederland NV'

Realkredit_Danmark_AS = 'Realkredit Danmark A/S'

Reed_Elsevier_Capital_Inc = 'Reed Elsevier Capital Inc'

Renault_SA = 'Renault SA'

Rentokil_Initial_1927_Plc = 'Rentokil Initial 1927 Plc'

Repsol_International_Finance_BV = 'Repsol International Finance BV'

Reseau_Ferre_de_France = 'Reseau Ferre de France'

Residential_Capital_LLC = 'Residential Capital LLC'

Rexam_Plc = 'Rexam Plc'

Rheinland_Pfalz_Bank = 'Rheinland-Pfalz Bank'

Rheinmetall_AG = 'Rheinmetall AG'

Rhodia_SA = 'Rhodia SA'

Rio_Tinto_Finance_Plc = 'Rio Tinto Finance Plc'

Rohm_og_Haas_Denmark_AS = 'Rohm & Haas Denmark A/S'

Rolls_Royce_Plc = 'Rolls-Royce Plc'

Royal_Bank_of_Scotland_NV = 'Royal Bank of Scotland NV'

Russia = 'Russia'

Sachsen_Bank = 'Sachsen Bank'

Saint_Gobain_Nederland_BV = 'Saint Gobain Nederland BV'

Sampo_Housing_Loan_Bank_Plc = 'Sampo Housing Loan Bank Plc'

SANOFI = 'SANOFI'

Santander_UK_Plc = 'Santander UK Plc'

Sara_Lee_Corp = 'Sara Lee Corp'

Scandinavian_Airlines_System_AB = 'Scandinavian Airlines System AB'

Scania_AB = 'Scania AB'

Schlumberger_SA = 'Schlumberger SA'

Schneider_Electric_SE = 'Schneider Electric SE'

SEB_AG = 'SEB AG'

Securitas_AB = 'Securitas AB'

Siemens_Financieringsmaatschappij_NV = 'Siemens Financieringsmaatschappij NV'

Singapore_Telecommunications_Ltd = 'Singapore Telecommunications Ltd'

SingTel_Optus_Finance_Pty_Ltd = 'SingTel Optus Finance Pty Ltd'

Skandinaviska_Enskilda_Banken_BoLan_AB = 'Skandinaviska Enskilda Banken BoLån AB'

Slovakia = 'Slovakia'

Slovenia = 'Slovenia'

SNCF_Mobilites_EPIC = 'SNCF Mobilites EPIC'

SNS_Bank_NV = 'SNS Bank NV'

SODEXO = 'SODEXO'

Sol_Melia_Europe_BV = 'Sol Melia Europe BV'

Solvay_SA = 'Solvay SA'

South_Africa = 'South Africa'

Spain = 'Spain'

Sparebanken_Sor = 'Sparebanken Sør'

Sparebanken_Vest_Boligkreditt_AS = 'Sparebanken Vest Boligkreditt AS'

Sparebankenes_Kredittselskap_AS = 'Sparebankenes Kredittselskap A/S'

Sparkasse_KoelnBonn = 'Sparkasse KoelnBonn'

Stadshypotek_AB = 'Stadshypotek AB'

Stagecoach_Group_Plc = 'Stagecoach Group Plc'

State_of_Saxony_Anhalt = 'State of Saxony-Anhalt'

Statkraft_AS = 'Statkraft AS'

Statoil_ASA = 'Statoil ASA'

Stora_Enso_Oyj = 'Stora Enso Oyj'

Sudzucker_International_Finance_BV = 'Südzucker International Finance BV'

Sveriges_Bostadsfinansieringsaktiebolag = 'Sveriges Bostadsfinansieringsaktiebolag'

Swedbank_Hypotek_AB = 'Swedbank Hypotek AB'

Sweden = 'Sweden'

Swedish_Covered_Bond_Corp = 'Swedish Covered Bond Corp'

Swedish_Match_AB = 'Swedish Match AB'

Switzerland = 'Switzerland'

Syngenta_Luxembourg_Finance_SA = 'Syngenta Luxembourg Finance SA'

TCNZ = 'TCNZ'

TDC_AS = 'TDC A/S'

Technicolor = 'Technicolor'

Telecom_Italia_Finance_Sogerim_SA = 'Telecom Italia Finance (Sogerim) SA'

Telecom_Italia_Finance_SA = 'Telecom Italia Finance SA'

Telefonaktiebolaget_LM_Ericsson = 'Telefonaktiebolaget LM Ericsson'

Telefonica_SA = 'Telefonica SA'

Telenor_ASA = 'Telenor ASA'

Telia_Company_AB = 'Telia Company AB'

TeliaSonera_Finland_Oyj = 'TeliaSonera Finland Oyj'

Telstra_Corporation_Ltd = 'Telstra Corporation Ltd'

Tesco_Plc = 'Tesco Plc'

Textron_Inc = 'Textron Inc'

The_Nielsen_Co = 'The Nielsen Co'

ThyssenKrupp_Finance_Nederland_BV = 'ThyssenKrupp Finance Nederland BV'

TI_Group_Ltd = 'TI Group Ltd'

Tokyo_Electric_Power_Co_Inc = 'Tokyo Electric Power Co Inc'

Total_SA = 'Total SA'

Totalkredit_AS = 'Totalkredit A/S'

Toyota_Motor_Credit_Corp = 'Toyota Motor Credit Corp'

Toys_R_Us_Inc = 'Toys R Us Inc'

TPSA_Eurofinance_BV = 'TPSA Eurofinance BV'

Turkey = 'Turkey'

Tyco_International_Group_SA = 'Tyco International Group SA'

Unibail = 'Unibail'

UniCredit_Bank_AG = 'UniCredit Bank AG'

UniCredit_Bank_Austria_AG = 'UniCredit Bank Austria AG'

Unilever_NV = 'Unilever NV'

United_Kingdom = 'United Kingdom'

United_States = 'United States'

United_Utilities_Water_Plc = 'United Utilities Water Plc'

UPM_Kymmene_Oyj = 'UPM-Kymmene Oyj'

Valeo_SA = 'Valeo SA'

Vattenfall_Treasury_AB = 'Vattenfall Treasury AB'

Vauban_Mobilisation_Garanties_SA = 'Vauban Mobilisation Garanties SA'

Veolia_Environnement = 'Veolia Environnement'

Vodafone_Finance_BV = 'Vodafone Finance BV'

Voith_GmbH = 'Voith GmbH'

Volvo_Treasury_AB = 'Volvo Treasury AB'

Vorarlberger_Landes_und_Hypothekenbank_AG = 'Vorarlberger Landes- und Hypothekenbank AG'

VW_Financial_Services_AG = 'VW Financial Services AG'

Westfaelische_Landschaft_Bodenkreditbank_AG = 'Westfaelische Landschaft Bodenkreditbank AG'

WestLB_AG = 'WestLB AG'

Whirlpool_Corp = 'Whirlpool Corp'

Wolters_Kluwer_NV = 'Wolters Kluwer NV'

WPP_Plc = 'WPP Plc'

Wurth_Finance_International_BV = 'Würth Finance International BV'

Xerox_Corp = 'Xerox Corp'

Yorkshire_Building_Society = 'Yorkshire Building Society'

nordea_analytics.disable_analytics_warnings()

Disable AnalyticsWarning warnings.

Return type:

None

class nordea_analytics.SwapDefinition(currency_paid, currency_received, type_paid, type_received, tenor, start=None, fix_frequency_paid=None, fix_frequency_received=None, fixed_rate_paid=None, fixed_rate_received=None, floating_spread_paid=None, floating_spread_received=None, day_count_convention_paid=None, day_count_convention_received=None, date_roll_convention=None)

Swap definition.

Parameters:

• currency_paid (str)

• currency_received (str)

• type_paid (Union[str, nordea_analytics.convention_variable_names.SwapLegType])

• type_received (Union[str, nordea_analytics.convention_variable_names.SwapLegType])

• tenor (Union[str, datetime.datetime])

• start (Optional[Union[str, datetime.datetime]])

• fix_frequency_paid (Optional[Union[str, nordea_analytics.convention_variable_names.SwapFixingFrequency]])

• fix_frequency_received (Optional[Union[str, nordea_analytics.convention_variable_names.SwapFixingFrequency]])

• fixed_rate_paid (Optional[float])

• fixed_rate_received (Optional[float])

• floating_spread_paid (Optional[float])

• floating_spread_received (Optional[Union[float, str]])

• day_count_convention_paid (Optional[Union[str, nordea_analytics.convention_variable_names.SwapDayCountConvention]])

• day_count_convention_received (Optional[Union[str, nordea_analytics.convention_variable_names.SwapDayCountConvention]])

• date_roll_convention (Optional[Union[str, nordea_analytics.convention_variable_names.DateRollConvention]])