IndicativeSpread
Indicative spread
-
Name Type Description CalculationTime UtcDateTime The time of calculation PipSize Decimal The Pip Size Tenors Tenor [] The tenors available
Example
{
"PipSize": 1E-06,
"Tenors": [
{
"Period": "1W",
"Spread": 0.9
},
{
"Period": "2W",
"Spread": 1.3
},
{
"Period": "3W",
"Spread": 1.7
},
{
"Period": "1M",
"Spread": 2.0
},
{
"Period": "2M",
"Spread": 2.9
},
{
"Period": "3M",
"Spread": 3.7
},
{
"Period": "6M",
"Spread": 5.5
},
{
"Period": "9M",
"Spread": 6.9
},
{
"Period": "1Y",
"Spread": 8.0
}
]
}