extractMktData

First introduced in version: 3.00.4

Syntax

extractMktData(mktData)

Details

Extract the data within the MKTDATA object(s).

Parameters

mktData is a MKTDATA scalar or a tuple of MKTDATA scalars.

Returns

Returns a dictionary if the mktData is a scalar.
Returns a tuple of dictionaries if the mktData is a tuple.

Examples

curve = {
    "mktDataType": "Curve",
    "curveType": "IrYieldCurve",
    "referenceDate": 2025.07.01,
    "currency": "CNY",
    "curveName": "CNY_FR_007",
    "dayCountConvention": "Actual365",
    "compounding": "Continuous",
    "interpMethod": "Linear",
    "extrapMethod": "Flat",
    "dates":[2025.07.07,2025.07.10,2025.07.17,2025.07.24,2025.08.04,2025.09.03,2025.10.09,2026.01.05,
        2026.04.03,2026.07.03,2027.01.04,2027.07.05,2028.07.03],
    "values":[0.015785,0.015931,0.016183,0.016381,0.016493,0.016503,0.016478,0.016234,0.016321,
        0.016378,0.015508,0.015185,0.014901],
    "settlement": 2025.07.01
}

mktData = parseMktData(curve)
d = extractMktData(mktData)

Related function: parseMktData