A recipe has many options in different sections that default to sensible values.



Market data options

OptionDefault valueExplanation
attemptToInferMissingFxFalseSet 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).
calendarScopeCoppClarkHolidayCalendarsSet 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

OptionDefault valueExplanation
allowPartiallySuccessfulEvaluationFalseSet to True to allow the valuation process to continue if failures are encountered.
produceSeparateResultForLinearOtcLegsFalseSet 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.

OptionDefault valueExplanation
applyIso4217RoundingFalseSet 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.