derivitec.core.client.DerivitecClient.get_equity_fx_correlation_data¶

DerivitecClient.get_equity_fx_correlation_data(correlation_descriptors, market_dates, market_data_environment_name=None)[source]¶

Get equity-fx correlation data.

Parameters:

correlation_descriptors (list[derivitec.market_data.types.EquityFxCorrelationDescriptor]) – The equity-fx pairs
market_dates (list[datetime.datetime]) – The market dates
market_data_environment_name (str) – The market data environment name (optional with default Organisation Level Environment)

Return type: