derivitec.core.client.DerivitecClient.get_dividend_index_vol_surfaces

DerivitecClient.get_dividend_index_vol_surfaces(dividend_index_ids=None, futures_codes=None, market_dates=None, provider_id=None, market_data_environment_names=None)[source]

Get dividend index vol surfaces.

Parameters:

  • dividend_index_ids (list[derivitec.misc.types.InstrumentIdentifier]) – The dividend index identifiers

  • futures_codes (list[derivitec.misc.types.InstrumentIdentifier]) – the futures code identifiers

  • market_dates (list[datetime.datetime]) – The market dates for the surfaces.

  • provider_id (str) – The provider id (optional)

  • market_data_environment_names (list[str]) – The market data environment names (optional)

Return type:

ApiGetDividendIndexVolSurfacesResponse