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- JSON Structures »
- FX and Equity
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DividendRate
- Currency: String.
- Curve: Curve object specifying the continuous dividend yield
EquityPrice
- Currency: String
- Interest_Rate: String representing the equity repo curve
- Spot:Spot rate in the specified Currency
EquityPriceVol
- Surface: Curve object consisting of (moneyness, expiry, volatility) triples. Flat
extrapolated and linearly interpolated. All Floats.
FXVol
- Surface: Curve object consisting of (moneyness, expiry, volatility) triples. Flat
extrapolated and linearly interpolated. All Floats.
FxRate
- Interest_Rate: String. Associated interest rate curve name.
- Spot:Float. Spot rate in base currency.