nordea_analytics.instrument_variable_names

Module Contents

Classes

BenchmarkName	Benchmark bonds.
BondIndexName	Bond indices.

class nordea_analytics.instrument_variable_names.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.instrument_variable_names.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'