Instrument Package

Priceable

Priceable()

Instruments

CommodOTCSwap([quantity, legs, start, end, ...])

EqCliquet([return_style, ...])

EqForward([underlier, underlier_type, ...])

EqOption([underlier, expiration_date, ...])

EqSynthetic([underlier, expiry, currency, ...])

EqVarianceSwap([underlier, underlier_type, ...])

Forward([currency, expiration_date, ...])

FXBinary([pair, buy_sell, option_type, ...])

FXForward([pair, settlement_date, ...])

FXMultiCrossBinary([legs, buy_sell, ...])

FXMultiCrossBinaryLeg([pair, option_type, ...])

FXOption([pair, buy_sell, option_type, ...])

FXVolatilitySwap([pair, buy_sell, ...])

InflationSwap([pay_or_receive, ...])

IRBasisSwap([termination_date, ...])

IRCap([termination_date, notional_currency, ...])

IRCMSOption([cap_floor, termination_date, ...])

IRCMSOptionStrip([cap_floor, ...])

IRCMSSpreadOption([cap_floor, ...])

IRCMSSpreadOptionStrip([cap_floor, ...])

IRFloor([termination_date, ...])

IRSwap([pay_or_receive, termination_date, ...])

IRSwaption([pay_or_receive, ...])

IRXccySwap([termination_date, ...])

IRXccySwapFixFix([termination_date, ...])

IRXccySwapFixFlt([pay_or_receive, ...])

Security([ticker, bbid, ric, isin, cusip, ...])

A security, specified by a well-known identifier