lseg-analytics 2.1.0b4

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 (
    TenorType
)

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

create_from_fx_forwards(
            cross_currency="EURGBP",
            reference_currency="USD",
            sources=IndirectSourcesSwaps(base_fx_forwards="RFB"),
            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 - exception handling
• auth - authentication and token management
• config - configuration management
• helpers - utility functions
• API modules
  • reference_data
    • calendars
    • floating_rate_indices
  • market_data
    • fx_forward_curves
    • commodities_curves
    • credit_curves
    • eq_volatility
    • fx_volatility
    • inflation_curves
    • interest_rate_curves
    • ipa_interest_rate_curves
    • ircaplet_volatility
    • irswaption_volatility
  • instruments
    • fx_spots
    • fx_forwards
    • bond
    • bond_future
    • cap_floor
    • cds
    • forward_rate_agreement
    • ir_swaps
    • loans
    • options
    • repo
    • structured_products
    • swaption
    • term_deposit
  • templates
    • instrument_templates
  • yield_book_rest