def _currencypair_to_tdapi_fx_vol_swap_asset(asset_spec: ASSET_SPEC) -> str:
asset = _asset_from_spec(asset_spec)
bbid = asset.get_identifier(AssetIdentifier.BLOOMBERG_ID)
# for each currency, get a dummy asset for checking availability
result = CURRENCY_TO_DUMMY_FFO_BBID_VOL_SWAPS.get(bbid,
asset.get_marquee_id())
return result
def _currency_to_tdapi_crosscurrency_swap_rate_asset(
asset_spec: ASSET_SPEC) -> str:
asset = _asset_from_spec(asset_spec)
bbid = asset.get_identifier(AssetIdentifier.BLOOMBERG_ID)
# for each currency, get a dummy asset for checking availability
result = CURRENCY_TO_DUMMY_CROSSCURRENCY_SWAP_BBID.get(
bbid, asset.get_marquee_id())
return result
def _currency_to_mdapi_basis_swap_rate_asset(asset_spec: ASSET_SPEC) -> str:
asset = _asset_from_spec(asset_spec)
bbid = asset.get_identifier(AssetIdentifier.BLOOMBERG_ID)
# for each currency, get a dummy asset for checking availability
if bbid == 'EUR':
result = 'MAGRG2VT11GQ2RQ9'
elif bbid == 'GBP':
result = 'MAHCYNB3V75JC5Q8'
elif bbid == 'JPY':
result = 'MAXVRBEZCJVH0C4V'
elif bbid == 'USD':
result = 'MAQB1PGEJFCET3GG'
else:
return asset.get_marquee_id()
return result
def cross_stored_direction_for_fx_vol(
asset_spec: ASSET_SPEC) -> Union[str, Asset]:
asset = _asset_from_spec(asset_spec)
result = asset
try:
if asset.asset_class is AssetClass.FX:
bbid = asset.get_identifier(AssetIdentifier.BLOOMBERG_ID)
if bbid is not None:
cross = _cross_stored_direction_helper(bbid)
if cross != bbid:
cross_asset = SecurityMaster.get_asset(
cross, AssetIdentifier.BLOOMBERG_ID)
result = cross_asset
except TypeError:
result = asset
return _currencypair_to_tdapi_fxo_asset(result)
def _currency_to_mdapi_swap_rate_asset(asset_spec: ASSET_SPEC) -> str:
asset = _asset_from_spec(asset_spec)
bbid = asset.get_identifier(AssetIdentifier.BLOOMBERG_ID)
# for each currency, get a dummy asset for checking availability
if bbid == 'CHF':
result = 'MAW25BGQJH9P6DPT'
elif bbid == 'EUR':
result = 'MAA9MVX15AJNQCVG'
elif bbid == 'GBP':
result = 'MA6QCAP9B7ABS9HA'
elif bbid == 'JPY':
result = 'MAEE219J5ZP0ZKRK'
elif bbid == 'SEK':
result = 'MAETMVTPNP3199A5'
elif bbid == 'USD':
result = 'MAFRSWPAF5QPNTP2'
else:
return asset.get_marquee_id()
return result
