A recipe has many options in different sections that default to sensible values.
Market data options
Option | Default value | Explanation |
|
| Set to
For more information on FX inference/triangulation and worked examples, see this Jupyter Notebook. |
|
| 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 API schema reference. |
Pricing model options
Option | Default value | Explanation |
|
| Set to |
|
| Set to |
For more information on these and other pricing model options, see the API schema 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 |
|
| Set to |
For more information on this and other aggregation options, see the API schema reference. |