derivitec.core.client.DerivitecClient.fit_bond_yield_curves_to_bond_data

DerivitecClient.fit_bond_yield_curves_to_bond_data(data, market_data_override=None, pricing_model_manager=None, use_best_effort=True, individual_curve_per_bond_flag=False, market_data_environment_name=None)

Fit bond yield curves to bond data.

Parameters:

• data (list of derivitec.market_data.types.BondDataExternal) – The bond price data

• market_data_override (derivitec.market_data.types.MarketDataOverride) – The market data override

• pricing_model_manager (derivitec.tradables.types.PricingModelManager) – The pricing model manager

• use_best_effort (bool) – The use best effort flag

• individual_curve_per_bond_flag (bool) – The individual curve per bond flag

• market_data_environment_name (str) – The market data environment name (optional with default Organisation Level Environment)

Return type:

derivitec.market_data.response.ApiFitBondYieldCurvesToBondDataResponse