sdk.lusid.models.market_data_type.MarketDataType
- class MarketDataType(value=<no_arg>, names=None, module=None, qualname=None, type=None, start=1, boundary=None)[source]
The format of the complex market data stored. Complex market data is used to store any data which requires more context than just a simple single point as is the case with a quote. Examples of such complex market data are Discount Curve and Volatility Surfaces.
Attributes
This is a Pydantic class. For now, click on the green [source] link in the class signature above to see descriptions/allowed values for these attributes.
DISCOUNTFACTORCURVEDATA
EQUITYVOLSURFACEDATA
FXVOLSURFACEDATA
IRVOLCUBEDATA
OPAQUEMARKETDATA
YIELDCURVEDATA
FXFORWARDCURVEDATA
FXFORWARDPIPSCURVEDATA
FXFORWARDTENORCURVEDATA
FXFORWARDTENORPIPSCURVEDATA
FXFORWARDCURVEBYQUOTEREFERENCE
CREDITSPREADCURVEDATA
EQUITYCURVEBYPRICESDATA
CONSTANTVOLATILITYSURFACE