lseg-analytics 1.0.0b2

LSEG Analytics SDK for Python

LSEG Analytics SDK for Python

The LSEG Analytics SDK for Python provides access to LSEG Financials Analytics Services.

Getting Started

$ pip install lseg-analytics

Usage Examples

An example to create a FX Forward Curve.

from lseg_analytics.common import (
    CrossCurrencyInput,
    CurrencyInput,
    TenorType
)

from lseg_analytics.market_data.fx_forward_curves import (
    create_from_fx_forwards,
    IndirectSourcesSwaps
)

create_from_fx_forwards(
    cross_currency=CrossCurrencyInput(code="EURGBP"),
    reference_currency=CurrencyInput(code="USD"),
    sources=IndirectSourcesSwaps(
        base_fx_spot="ICAP",
        base_fx_forwards="ICAP",
        quoted_fx_spot="TTKL",
        quoted_fx_forwards="TTKL",
    ),
    additional_tenor_types=[TenorType.LONG, TenorType.END_OF_MONTH],
)

Modules Structure

• common - contains models that can be used in different API modules
• logging - logging configuration
• exceptions
• API modules
  • reference_data
    • calendars
  • market_data
    • fx_forward_curves
  • instruments
    • fx_spots
    • fx_forwards

API module structure

• Each API Module has a main object, which has the same name as a module, but in singular form
  • Examples
    • reference_data.calendars: Calendar
    • market_data.fx_forward_curves: FxForwardCurve
    • instruments.fx_spots: FxSpot
    • instruments.fx_forwards: FxForward
  • Instance of this object represents corresponding resource on the server
• Each API Module has functions load, search, delete