A recipe has many options in different sections that default to sensible values.
Market data options
| Option | Default value | Explanation |
attemptToInferMissingFx | False | Set to True to infer missing FX rates from inverses (for example, GBP/EUR from EUR/GBP) or from comparisons with USD (for example, GBP/USD and EUR/USD). |
calendarScope | CoppClarkHolidayCalendars | Set to the scope of a different holiday calendar. You can then specify code(s) of this calendar in various places (such as the definitions of instruments with a term structure) to cause LUSID to automatically factor in market holidays when (for example) generating cashflows. |
| For more information on these and other market data options, see the class reference. | ||
Pricing model options
| Option | Default value | Explanation |
allowPartiallySuccessfulEvaluation | False | Set to True to allow the valuation process to continue if failures are encountered. |
produceSeparateResultForLinearOtcLegs | False | Set to True to value the legs of instruments such as futures, FxForwards and interest rate swaps separately. |
| For more information on these and other pricing model options, see the class reference. | ||
Aggregation options
Aggregation is the process of deciding which of the many metrics LUSID can calculate to include in your valuation report.
Metrics themselves are not specified in a recipe but rather in a call to the GetValuation API. However, aggregation options are stored in a recipe.
| Option | Default value | Explanation |
applyIso4217Rounding | False | Set to True to round metrics that report currency values to the ISO 4217 standard number of decimal places. |
| For more information on this and other aggregation options, see the class reference. | ||