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- [A]
- 'exceptions': {
- [
- 'appliesTo': {'spot': null},
- 'exact': X,
- 'broad': X
- ],
- [
- 'appliesTo': { 'swap': ['linear'], 'futures': ['linear'] },
- 'exact': Y,
- 'broad': Y
- ],
- [
- 'appliesTo': { 'swap': ['inverse'], 'futures': ['inverse'] },
- 'exact': Z,
- 'broad': Z
- ]
- }
- [B]
- 'exceptions': {
- 'spot': {
- 'exact': X,
- 'broad': X
- },
- 'swap': {
- 'linear': {
- 'exact': Y,
- 'broad': Y
- },
- 'inverse': {
- 'exact': Z,
- 'broad': Z
- },
- },
- 'future': {
- 'linear': {
- 'exact': Y,
- 'broad': Y
- },
- 'inverse': {
- 'exact': Z,
- 'broad': Z
- },
- },
- },
- }
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