derivitec.core.client.DerivitecClient.get_equity_forwards

DerivitecClient.get_equity_forwards(identifier, market_date, expiration_dates=None, market_data_environment_names=None, include_ex_dates=False)[source]

Get equity forwards

Parameters:

  • identifier (derivitec.misc.types.InstrumentIdentifier) – The equity instrument identifier.

  • market_date (datetime.datetime) – The market date

  • expiration_dates (list of datetime.datetime) – The expiration dates

  • market_data_environment_name (List of str) – The market data environment names (if none supplied all org environments are used)

  • include_ex_dates (list of datetime.datetime) – The include ex dates flag

Return type:

derivitec.market_data.response.ApiGetEquityForwardsResponse

Code

>>> identifier = bbg("MSFT US")
>>> market_date = datetime(2017, 10, 2)

>>> equity_forwards = client.get_equities(identifiers market_dates)