from enum import IntEnum
from derivitec.market_data.types import MarketDataType
from derivitec.core.response import ApiBaseResponse
[docs]
class LocalVolatilityArbitrageType(IntEnum):
Butterfly = 2
Calendar = 1
Null = 0
[docs]
class ApiGetBondInfosResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
bond_infos=None,
error_messages=None,
is_success=None):
"""
:param bond_infos: The bond infos
:param error_messages: The error messages
:param is_success: The is success
"""
self.bond_infos = bond_infos
super(ApiGetBondInfosResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'bond_infos',
]
params += super(ApiGetBondInfosResponse, self).json_params()
return params
[docs]
class ApiGetDiscountCurvesResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
discount_curves=None,
error_messages=None,
is_success=None):
"""
:param discount_curves: The discount curves
:param error_messages: The error messages
:param is_success: The is success
"""
self.discount_curves = discount_curves
super(ApiGetDiscountCurvesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'discount_curves',
]
params += super(ApiGetDiscountCurvesResponse, self).json_params()
return params
[docs]
class ApiUploadDiscountCurvesResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None):
"""
:param error_messages: The error messages
:param is_success: The is success
"""
super(ApiUploadDiscountCurvesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
]
params += super(ApiUploadDiscountCurvesResponse, self).json_params()
return params
[docs]
class ApiGetBorrowCurvesDataResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
curve_data=None,
error_messages=None,
is_success=None):
"""
:param error_messages: The error messages
:param is_success: The is success
"""
self.curve_data = curve_data
super(ApiGetBorrowCurvesDataResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'curve_data'
]
params += super(ApiGetBorrowCurvesDataResponse, self).json_params()
return params
[docs]
class ApiGetBorrowCurveDataForEnvResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
borrow_curve_data=None,
is_success=None):
"""
:param error_messages: The error messages
:param borrow_curve_data: The borrow curve data
:param is_success: The is success
"""
self.borrow_curve_data = borrow_curve_data
super(ApiGetBorrowCurveDataForEnvResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'borrow_curve_data',
]
params += super(ApiGetBorrowCurveDataForEnvResponse, self).json_params()
return params
[docs]
class ApiGetEquityVolSurfacesForEnvResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
equity_vol_surface_data=None,
is_success=None):
"""
:param error_messages: The error messages
:param equity_vol_surface_data: The equity vol surface data
:param is_success: The is success
"""
self.equity_vol_surface_data = equity_vol_surface_data
super(ApiGetEquityVolSurfacesForEnvResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'equity_vol_surface_data',
]
params += super(ApiGetEquityVolSurfacesForEnvResponse, self).json_params()
return params
[docs]
class ApiUploadVolSurfaceSpotModelDefinitionsResponse(ApiBaseResponse, MarketDataType):
"""Upload outcome, including validation, provider or persistence errors."""
[docs]
def __init__(self, error_messages=None, is_success=None):
super(ApiUploadVolSurfaceSpotModelDefinitionsResponse, self).__init__(
error_messages=error_messages, is_success=is_success)
[docs]
class ApiUploadBorrowCurvesResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None):
"""
:param error_messages: The error messages
:param is_success: The is success
"""
super(ApiUploadBorrowCurvesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
]
params += super(ApiUploadBorrowCurvesResponse, self).json_params()
return params
[docs]
class ApiUploadProjectedDividendsResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None):
"""
:param error_messages: The error messages
:param is_success: The is success
"""
super(ApiUploadProjectedDividendsResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
]
params += super(ApiUploadProjectedDividendsResponse, self).json_params()
return params
[docs]
class ApiUploadIndexComponentDataResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None):
"""
:param error_messages: The error messages
:param is_success: The is success
"""
super(ApiUploadIndexComponentDataResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
]
params += super(ApiUploadIndexComponentDataResponse, self).json_params()
return params
[docs]
class ApiUploadBondPriceDataResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None):
"""
:param error_messages: The error messages
:param is_success: The is success
"""
super(ApiUploadBondPriceDataResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
]
params += super(ApiUploadBondPriceDataResponse, self).json_params()
return params
[docs]
class ApiGetBondYieldCurvesResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
bond_yield_curves=None,
error_messages=None,
is_success=None):
"""
:param bond_yield_curves: The bond yield curves
:param error_messages: The error messages
:param is_success: The is success
"""
self.bond_yield_curves = bond_yield_curves
super(ApiGetBondYieldCurvesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'bond_yield_curves',
]
params += super(ApiGetBondYieldCurvesResponse, self).json_params()
return params
[docs]
class ApiUploadBondYieldCurvesResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None):
"""
:param error_messages: The error messages
:param is_success: The is success
"""
super(ApiUploadBondYieldCurvesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
[docs]
class ApiUploadSurvivalCurvesResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None):
"""
:param error_messages: The error messages
:param is_success: The is success
"""
super(ApiUploadSurvivalCurvesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
[docs]
class ApiGetBondYieldCurveMaturityBucketsResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
bond_yield_curve_maturity_buckets=None,
error_messages=None,
is_success=None):
"""
:param bond_yield_curve_maturity_buckets: The bond yield curves
:param error_messages: The error messages
:param is_success: The is success
"""
self.bond_yield_curve_maturity_buckets = bond_yield_curve_maturity_buckets
super(ApiGetBondYieldCurveMaturityBucketsResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'bond_yield_curve_maturity_buckets',
]
params += super(ApiGetBondYieldCurveMaturityBucketsResponse, self).json_params()
return params
[docs]
class ApiUploadRateAssetsResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None):
"""
:param error_messages: The error messages
:param is_success: The is success
"""
super(ApiUploadRateAssetsResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
]
params += super(ApiUploadRateAssetsResponse, self).json_params()
return params
[docs]
class ApiGetEquitiesResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
equities=None,
error_messages=None,
is_success=None):
"""
:param equities: The equities
:param error_messages: The error messages
:param is_success: The is success
"""
self.equities = equities
super(ApiGetEquitiesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'equities',
]
params += super(ApiGetEquitiesResponse, self).json_params()
return params
[docs]
class ApiEquityGetForwardsResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
equity_forwards=None,
error_messages=None,
is_success=None):
"""
:param equity_forwards: The equity forwards
:param error_messages: The error messages
:param is_success: The is success
"""
self.equity_forwards = equity_forwards
super(ApiEquityGetForwardsResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'equity_forwards',
]
params += super(ApiEquityGetForwardsResponse, self).json_params()
return params
[docs]
class ApiGetIndexComponentDataResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
index_component_data=None,
is_success=None,
provider_id=None):
"""
:param error_messages: The error messages
:param index_component_data: The index component data
:param is_success: The is success
:param provider_id: The provider id
"""
self.index_component_data = index_component_data
self.provider_id = provider_id
super(ApiGetIndexComponentDataResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'index_component_data',
'provider_id'
]
params += super(ApiGetIndexComponentDataResponse, self).json_params()
return params
[docs]
class ApiGetIndexComponentDataForEnvResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
index_component_data=None,
is_success=None):
"""
:param error_messages: The error messages
:param index_component_data: The index component data
:param is_success: The is success
"""
self.index_component_data = index_component_data
super(ApiGetIndexComponentDataForEnvResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'index_component_data',
]
params += super(ApiGetIndexComponentDataForEnvResponse, self).json_params()
return params
[docs]
class ApiGetDividendDataForEnvResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
dividend_data=None,
is_success=None):
"""
:param error_messages: The error messages
:param dividend_data: The dividend data
:param is_success: The is success
"""
self.dividend_data = dividend_data
super(ApiGetDividendDataForEnvResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'dividend_data',
]
params += super(ApiGetDividendDataForEnvResponse, self).json_params()
return params
[docs]
class ApiGetEquityVolSurfacesResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
equity_vol_surfaces=None,
error_messages=None,
is_success=None):
"""
:param equity_vol_surfaces: The equity vol surfaces
:param error_messages: The error messages
:param is_success: The is success
"""
self.equity_vol_surfaces = equity_vol_surfaces
super(ApiGetEquityVolSurfacesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'equity_vol_surfaces',
]
params += super(ApiGetEquityVolSurfacesResponse, self).json_params()
return params
[docs]
class ApiGetEquityVolIndexVolSurfacesResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
equity_vol_index_vol_surfaces=None,
error_messages=None,
is_success=None):
"""
:param equity_vol_index_vol_surfaces: The equity vol index vol surfaces
:param error_messages: The error messages
:param is_success: The is success
"""
self.equity_vol_index_vol_surfaces = equity_vol_index_vol_surfaces
super(ApiGetEquityVolIndexVolSurfacesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'equity_vol_index_vol_surfaces',
]
params += super(ApiGetEquityVolIndexVolSurfacesResponse, self).json_params()
return params
[docs]
class ApiGetSpiderRockVolDataResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
vol_data=None,
error_messages=None,
is_success=None):
"""
:param vol_data: The vol data
:param error_messages: The error messages
:param is_success: The is success
"""
self.vol_data = vol_data
super(ApiGetSpiderRockVolDataResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'vol_data',
]
params += super(ApiGetSpiderRockVolDataResponse, self).json_params()
return params
[docs]
class ApiGetDividendIndexVolSurfacesResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
dividend_index_vol_surfaces=None,
error_messages=None,
is_success=None):
"""
:param dividend_index_vol_surfaces: The dividend index vol surfaces
:param error_messages: The error messages
:param is_success: The is success
"""
self.dividend_index_vol_surfaces = dividend_index_vol_surfaces
super(ApiGetDividendIndexVolSurfacesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'dividend_index_vol_surfaces',
]
params += super(ApiGetDividendIndexVolSurfacesResponse, self).json_params()
return params
[docs]
class ApiUploadEquityVolCurvesResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None):
"""
:param error_messages: The error messages
:param is_success: The is success
"""
super(ApiUploadEquityVolCurvesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
]
params += super(ApiUploadEquityVolCurvesResponse, self).json_params()
return params
[docs]
class ApiUploadEquityVolGridsResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None):
"""
:param error_messages: The error messages
:param is_success: The is success
"""
super(ApiUploadEquityVolGridsResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
]
params += super(ApiUploadEquityVolGridsResponse, self).json_params()
return params
[docs]
class ApiUploadFxVolGridsResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None):
"""
:param error_messages: The error messages
:param is_success: The is success
"""
super(ApiUploadFxVolGridsResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
]
params += super(ApiUploadFxVolGridsResponse, self).json_params()
return params
[docs]
class ApiGetCommoditiesResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
commodities=None,
error_messages=None,
is_success=None):
"""
:param commodities: The commodities
:param error_messages: The error messages
:param is_success: The is success
"""
self.commodities = commodities
super(ApiGetCommoditiesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'commodities',
]
params += super(ApiGetCommoditiesResponse, self).json_params()
return params
[docs]
class ApiGetFxDataResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
fx_data=None,
is_success=None):
"""
:param error_messages: The error messages
:param fx_data: The fx data
:param is_success: The is success
"""
self.fx_data = fx_data
super(ApiGetFxDataResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'fx_data',
]
params += super(ApiGetFxDataResponse, self).json_params()
return params
[docs]
class ApiGetCryptoCoinDataResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
coin_data=None,
is_success=None):
"""
:param error_messages: The error messages
:param coin_data: The coin data
:param is_success: The is success
"""
self.coin_data = coin_data
super(ApiGetCryptoCoinDataResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'coin_data',
]
params += super(ApiGetCryptoCoinDataResponse, self).json_params()
return params
[docs]
class ApiGetBondDataResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
bond_data=None,
error_messages=None,
is_success=None):
"""
:param bond_data: The bond data
:param error_messages: The error messages
:param is_success: The is success
"""
self.bond_data = bond_data
super(ApiGetBondDataResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'bond_data',
]
params += super(ApiGetBondDataResponse, self).json_params()
return params
[docs]
class ApiGetBondFuturesDataResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
bond_futures_data=None,
error_messages=None,
is_success=None):
"""
:param bond_futures_data: The bond futures data
:param error_messages: The error messages
:param is_success: The is success
"""
self.bond_futures_data = bond_futures_data
super(ApiGetBondFuturesDataResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'bond_futures_data',
]
params += super(ApiGetBondFuturesDataResponse, self).json_params()
return params
[docs]
class ApiGetCdsDataResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
cds_data=None,
error_messages=None,
is_success=None):
"""
:param cds_data: The cds data
:param error_messages: The error messages
:param is_success: The is success
"""
self.cds_data = cds_data
super(ApiGetCdsDataResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'cds_data',
]
params += super(ApiGetCdsDataResponse, self).json_params()
return params
[docs]
class ApiGetIrParallelBumpMktDataResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
bumped_mkt_data=None,
error_messages=None,
is_success=None):
"""
:param bumped_mkt_data: The bumped mkt data
:param error_messages: The error messages
:param is_success: The is success
"""
self.bumped_mkt_data = bumped_mkt_data
super(ApiGetIrParallelBumpMktDataResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'bumped_mkt_data',
]
params += super(ApiGetIrParallelBumpMktDataResponse, self).json_params()
return params
[docs]
class ApiGetCalendarsResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
calendars=None,
error_messages=None,
is_success=None):
"""
:param calendars: The calendars
:param error_messages: The error messages
:param is_success: The is success
"""
self.calendars = calendars
super(ApiGetCalendarsResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'calendars',
]
params += super(ApiGetCalendarsResponse, self).json_params()
return params
[docs]
class ApiGetBondFuturesSeriesResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
bond_futures_data=None,
error_messages=None,
is_success=None):
"""
:param bond_futures_data: The bond futures data
:param error_messages: The error messages
:param is_success: The is success
"""
self.bond_futures_data = bond_futures_data
super(ApiGetBondFuturesSeriesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'bond_futures_data',
]
params += super(ApiGetBondFuturesSeriesResponse, self).json_params()
return params
[docs]
class ApiAddBusinessDaysResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
date=None,
error_messages=None,
is_success=None):
"""
:param date: The date
:param error_messages: The error messages
:param is_success: The is success
"""
self.date = date
super(ApiAddBusinessDaysResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'date',
]
params += super(ApiAddBusinessDaysResponse, self).json_params()
return params
[docs]
class ApiAdjustBusinessDayResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
date=None,
error_messages=None,
is_success=None):
"""
:param date: The date
:param error_messages: The error messages
:param is_success: The is success
"""
self.date = date
super(ApiAdjustBusinessDayResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'date',
]
params += super(ApiAdjustBusinessDayResponse, self).json_params()
return params
[docs]
class ApiGetFxVolSurfacesResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
fx_vol_surfaces=None,
is_success=None):
"""
:param error_messages: The error messages
:param fx_vol_surfaces: The fx vol surfaces
:param is_success: The is success
"""
self.fx_vol_surfaces = fx_vol_surfaces
super(ApiGetFxVolSurfacesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'fx_vol_surfaces',
]
params += super(ApiGetFxVolSurfacesResponse, self).json_params()
return params
[docs]
class ApiGetStockDataResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None,
stock_data=None):
"""
:param error_messages: The error messages
:param is_success: The is success
:param stock_data: The stock data
"""
self.stock_data = stock_data
super(ApiGetStockDataResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'stock_data',
]
params += super(ApiGetStockDataResponse, self).json_params()
return params
[docs]
class ApiGetCmdtyFuturesDataResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None,
cmdty_futures_data=None):
"""
:param error_messages: The error messages
:param is_success: The is success
:param cmdty_futures_data: The cmdty futures data
"""
self.cmdty_futures_data = cmdty_futures_data
super(ApiGetCmdtyFuturesDataResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'cmdty_futures_data',
]
params += super(ApiGetCmdtyFuturesDataResponse, self).json_params()
return params
[docs]
class ApiGetEtfPremiumsResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self, error_messages=None, is_success=None, etf_premiums=None):
"""
:param error_messages: The error messages
:param is_success: The is success
:param etf_premiums: The ETF premiums
"""
self.etf_premiums = etf_premiums
super(ApiGetEtfPremiumsResponse, self).__init__(error_messages=error_messages, is_success=is_success)
def json_params(self):
params = [
'etf_premiums',
]
params += super(ApiGetEtfPremiumsResponse, self).json_params()
return params
[docs]
class ApiGetDividendCurveResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None,
curve_data=None):
"""
:param error_messages: The error messages
:param is_success: The is success
:param curve_data: The dividend curve data
"""
self.curve_data = curve_data
super(ApiGetDividendCurveResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'curve_data',
]
params += super(ApiGetDividendCurveResponse, self).json_params()
return params
[docs]
class ApiGetStockInfoResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None,
stock_info=None):
"""
:param error_messages: The error messages
:param is_success: The is success
:param stock_info: The stock data
"""
self.stock_info = stock_info
super(ApiGetStockInfoResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'stock_info',
]
params += super(ApiGetStockInfoResponse, self).json_params()
return params
[docs]
class ApiGetEquityVolsResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None,
volatility_data=None):
"""
:param error_messages: The error messages
:param is_success: The is success
:param volatility_data: The volatility data
"""
self.volatility_data = volatility_data
super(ApiGetEquityVolsResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'volatility_data',
]
params += super(ApiGetEquityVolsResponse, self).json_params()
return params
[docs]
class ApiGetEquityVolIndexVolsResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None,
volatility_data=None):
"""
:param error_messages: The error messages
:param is_success: The is success
:param volatility_data: The volatility data
"""
self.volatility_data = volatility_data
super(ApiGetEquityVolIndexVolsResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'volatility_data',
]
params += super(ApiGetEquityVolIndexVolsResponse, self).json_params()
return params
[docs]
class ApiGetEquityVolGridResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None,
vol_grid=None):
"""
:param error_messages: The error messages
:param is_success: The is success
:param vol_grid: The equity vol grid
"""
self.vol_grid = vol_grid
super(ApiGetEquityVolGridResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'vol_grid',
]
params += super(ApiGetEquityVolGridResponse, self).json_params()
return params
[docs]
class ApiGetDiscountFactorsResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
factors=None,
is_success=None):
"""
:param error_messages: The error messages
:param factors: The factors
:param is_success: The is success
"""
self.factors = factors
super(ApiGetDiscountFactorsResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'factors',
]
params += super(ApiGetDiscountFactorsResponse, self).json_params()
return params
[docs]
class ApiGetFxCrossesResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
fx_crosses=None,
is_success=None):
"""
:param error_messages: The error messages
:param fx_crosses: The fx crosses
:param is_success: The is success
"""
self.fx_crosses = fx_crosses
super(ApiGetFxCrossesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'fx_crosses',
]
params += super(ApiGetFxCrossesResponse, self).json_params()
return params
[docs]
class ApiGetConvenienceYieldResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
factors=None,
is_success=None):
"""
:param error_messages: The error messages
:param factors: The factors
:param is_success: The is success
"""
self.factors = factors
super(ApiGetConvenienceYieldResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'factors',
]
params += super(ApiGetConvenienceYieldResponse, self).json_params()
return params
[docs]
class ApiGetEquityFxCorrelationResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
equity_fx_correlation_data=None,
is_success=None):
"""
:param error_messages: The error messages
:param equity_fx_correlation_data: The equity-fx correlation data
:param is_success: The is success
"""
self.equity_fx_correlation_data = equity_fx_correlation_data
super(ApiGetEquityFxCorrelationResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'equity_fx_correlation_data',
]
params += super(ApiGetEquityFxCorrelationResponse, self).json_params()
return params
[docs]
class ApiGetEquityEquityCorrelationResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
equity_equity_correlation_data=None,
is_success=None):
"""
:param error_messages: The error messages
:param equity_equity_correlation_data: The equity-equity correlation data
:param is_success: The is success
"""
self.equity_equity_correlation_data = equity_equity_correlation_data
super(ApiGetEquityEquityCorrelationResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'equity_equity_correlation_data',
]
params += super(ApiGetEquityEquityCorrelationResponse, self).json_params()
return params
[docs]
class ApiGetMktDataContainerResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None,
mkt_data=None):
"""
:param error_messages: The error messages
:param is_success: The is success
:param mkt_data: The mkt data
"""
self.mkt_data = mkt_data
super(ApiGetMktDataContainerResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'mkt_data',
]
params += super(ApiGetMktDataContainerResponse, self).json_params()
return params
[docs]
class ApiGetCmdtyVolSurfacesResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
cmdty_vol_surfaces=None,
error_messages=None,
is_success=None):
"""
:param cmdty_vol_surfaces: The cmdty vol surfaces
:param error_messages: The error messages
:param is_success: The is success
"""
self.cmdty_vol_surfaces = cmdty_vol_surfaces
super(ApiGetCmdtyVolSurfacesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'cmdty_vol_surfaces',
]
params += super(ApiGetCmdtyVolSurfacesResponse, self).json_params()
return params
[docs]
class ApiGetSwaptionVolCubeDataResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
swaption_vols=None,
benchmark_maturities=None,
benchmark_tenors=None,
benchmark_forwards=None,
strike_spreads=None,
quoted_swaption_vols=None,
quoted_benchmark_maturities=None,
quoted_benchmark_tenors=None,
quoted_benchmark_forwards=None,
quoted_strike_spreads=None,
alphas=None,
betas=None,
rhos=None,
nus=None,
shifts=None,
error_messages=None,
is_success=None):
"""
:param swaption_vols: The swaption vols
:param benchmark_maturities: The benchmark maturities
:param benchmark_tenors: The benchmark tenors
:param benchmark_forwards: The benchmark forwards
:param strike_spreads: The strike spreads
:param quoted_swaption_vols: The quoted swaption vols
:param quoted_benchmark_maturities: The quoted benchmark maturities
:param quoted_benchmark_tenors: The quoted benchmark tenors
:param quoted_benchmark_forwards: The quoted benchmark forwards
:param quoted_strike_spreads: The quoted strike spreads
:param alphas: The shifted SABR alphas
:param betas: The shifted SABR betas
:param rhos: The shifted SABR rhos
:param nus: The shifted SABR nus
:param shifts: The shifted SABR shifts
:param error_messages: The error messages
:param is_success: The is success
"""
self.swaption_vols = swaption_vols
self.benchmark_maturities = benchmark_maturities
self.benchmark_tenors = benchmark_tenors
self.benchmark_forwards = benchmark_forwards
self.strike_spreads = strike_spreads
self.quoted_swaption_vols = quoted_swaption_vols
self.quoted_benchmark_maturities = quoted_benchmark_maturities
self.quoted_benchmark_tenors = quoted_benchmark_tenors
self.quoted_benchmark_forwards = quoted_benchmark_forwards
self.quoted_strike_spreads = quoted_strike_spreads
self.alphas = alphas
self.betas = betas
self.rhos = rhos
self.nus = nus
self.shifts = shifts
super(ApiGetSwaptionVolCubeDataResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'swaption_vols',
'benchmark_maturities',
'benchmark_tenors',
'benchmark_forwards',
'strike_spreads',
'quoted_swaption_vols',
'quoted_benchmark_maturities',
'quoted_benchmark_tenors',
'quoted_benchmark_forwards',
'quoted_strike_spreads',
'alphas',
'betas',
'rhos',
'nus',
'shifts',
]
params += super(ApiGetSwaptionVolCubeDataResponse, self).json_params()
return params
[docs]
class ApiUploadEntityCustomDataResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
entity_ids=None,
error_messages=None,
is_success=None):
"""
:param entity_ids: The entity ids
:param error_messages: The error messages
:param is_success: The is success
"""
self.entity_ids = entity_ids
super(ApiUploadEntityCustomDataResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'entity_ids'
]
params += super(ApiUploadEntityCustomDataResponse, self).json_params()
return params
[docs]
class ApiUploadCreditSwaptionVolCubeDataResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None):
"""
:param error_messages: The error messages
:param is_success: The is success
"""
super(ApiUploadCreditSwaptionVolCubeDataResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
]
params += super(ApiUploadCreditSwaptionVolCubeDataResponse, self).json_params()
return params
[docs]
class ApiFitBondYieldCurvesToBondDataResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
bond_yield_curves=None,
error_messages=None,
is_success=None):
"""
:param bond_yield_curves: The bond yield curves
:type bond_yield_curves: list of :class:`derivitec.market_data.types.BondYieldCurve`
:param error_messages: The error messages
:param is_success: The is success
"""
self.bond_yield_curves = bond_yield_curves
super(ApiFitBondYieldCurvesToBondDataResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'bond_yield_curves'
]
params += super(ApiFitBondYieldCurvesToBondDataResponse, self).json_params()
return params
[docs]
class ApiFitEquityVolSurfacesToConvertibleBondDataResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
equity_vol_surfaces=None,
error_messages=None,
is_success=None):
"""
:param equity_vol_surfaces: The equity vol surfaces
:type equity_vol_surfaces: list of :class:`derivitec.market_data.types.EquityVolSurface`
:param error_messages: The error messages
:param is_success: The is success
"""
self.equity_vol_surfaces = equity_vol_surfaces
super(ApiFitEquityVolSurfacesToConvertibleBondDataResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'equity_vol_surfaces'
]
params += super(ApiFitEquityVolSurfacesToConvertibleBondDataResponse, self).json_params()
return params
[docs]
class ApiUploadEquityDividendCorrelationResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None):
"""
:param error_messages: The error messages
:param is_success: The is success
"""
super(ApiUploadEquityDividendCorrelationResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
]
params += super(ApiUploadEquityDividendCorrelationResponse, self).json_params()
return params
[docs]
class ApiUploadEquityEquityCorrelationResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None):
"""
:param error_messages: The error messages
:param is_success: The is success
"""
super(ApiUploadEquityEquityCorrelationResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
]
params += super(ApiUploadEquityEquityCorrelationResponse, self).json_params()
return params
[docs]
class ApiUploadEquityIrCorrelationResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None):
"""
:param error_messages: The error messages
:param is_success: The is success
"""
super(ApiUploadEquityIrCorrelationResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = []
params += super(ApiUploadEquityIrCorrelationResponse, self).json_params()
return params
[docs]
class ApiUploadFxIrCorrelationResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None):
"""
:param error_messages: The error messages
:param is_success: The is success
"""
super(ApiUploadFxIrCorrelationResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = []
params += super(ApiUploadFxIrCorrelationResponse, self).json_params()
return params
[docs]
class ApiUploadProbabilityOfDefaultResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None):
"""
:param error_messages: The error messages
:param is_success: The is success
"""
super(ApiUploadProbabilityOfDefaultResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
]
params += super(ApiUploadProbabilityOfDefaultResponse, self).json_params()
return params
[docs]
class ApiUploadAmortisationRatesResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None):
"""
:param error_messages: The error messages
:param is_success: The is success
"""
super(ApiUploadAmortisationRatesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
]
params += super(ApiUploadAmortisationRatesResponse, self).json_params()
return params
[docs]
class ApiUploadRecoveryRatesResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None):
"""
:param error_messages: The error messages
:param is_success: The is success
"""
super(ApiUploadRecoveryRatesResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
]
params += super(ApiUploadRecoveryRatesResponse, self).json_params()
return params
[docs]
class ApiGetDividendIndexFixingsResponse(ApiBaseResponse, MarketDataType):
[docs]
def __init__(self,
error_messages=None,
is_success=None,
dividend_index_fixings=None):
"""
:param error_messages: The error messages
:param is_success: The is success
:param dividend_index_fixings: The dividend index fixings
"""
self.dividend_index_fixings = dividend_index_fixings
super(ApiGetDividendIndexFixingsResponse, self).__init__(
error_messages=error_messages,
is_success=is_success)
def json_params(self):
params = [
'dividend_index_fixings',
]
params += super(ApiGetDividendIndexFixingsResponse, self).json_params()
return params
[docs]
class ApiUploadEqVolOfVarCurvesResponse(ApiBaseResponse, MarketDataType):
"""Upload outcome; inspect is_success and error_messages."""
[docs]
class ApiGetEqVolOfVarCurvesResponse(ApiBaseResponse, MarketDataType):
"""Selected curves with source provider_id; missing curves are never synthesized as zeros."""
[docs]
def __init__(self, error_messages=None, is_success=None, eq_vol_of_var_curves=None):
self.eq_vol_of_var_curves = eq_vol_of_var_curves
super().__init__(error_messages=error_messages, is_success=is_success)
def json_params(self):
return ['eq_vol_of_var_curves'] + super().json_params()