demo-alfa-with-fire-json-model

Namespace

fire.model.curve

A Curve represents a series of points on a plot. Typically, interest rates, volatility or forward prices.

Local Fields

Name Datatype Description
date datetime

The observation or value date for the data in this object. Formatted as YYYY-MM-DDTHH:MM:SSZ in accordance with ISO 8601.

values set<  fire.model.curve_values >

The list of values for this curve.

name string ?

The internal name of the curve.

id string

The unique identifier for the record within the firm.

source string ?

The source(s) where this data originated. If more than one source needs to be stored for data lineage, it should be separated by a dash. eg. Source1-Source2

version_id string ?

The version identifier of the data such as the firm's internal batch identifier.

type  fire.model.curve_type ?

The curve type.

currency_code  fire.model.currency_code ?

The currency reference code in accordance with ISO 4217 standards.


Referenced from fields in: