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.