derivitec.core.client.DerivitecClient.get_cmdty_vol_surfaces

DerivitecClient.get_cmdty_vol_surfaces(commodity_ids, market_dates, provider_id=None, market_data_environment_name=None, market_data_environment_names=None)[source]

Get commodity vol surfaces.

Parameters:

  • commodity_ids (list of CommodityId) – The commodity ids.

  • market_dates (list of datetime) – The market dates.

  • provider_id (str) – The provider id (optional with default Derivitec)

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

  • market_data_environment_names (list of str) – The market data environment names (optional with default Organisation Level Environment)

Return type:

list of derivitec.market_data.types.CmdtyVolSurface

Code

>>> commodity_id = CommodityId(Name="Aluminium", Exchange="LME")
>>> commodity_ids = [commodity_id]
>>> market_dates = [datetime(2017, 10, 2)]
>>> market_data_environment_name = "Example Market Data Environment"
>>> cmdty_vol_surfaces = client.get_cmdty_vol_surfaces(commodity_ids, market_dates, market_data_environment_name)