derivitec.core.client.DerivitecClient.get_equity_vol_index_vol_surfaces

DerivitecClient.get_equity_vol_index_vol_surfaces(identifiers, market_dates, provider_id=None, market_data_environment_name=None)[source]

Get equity vol index vol surfaces.

Parameters:

  • identifiers (list[derivitec.misc.types.InstrumentIdentifier]) – The identifiers for the equity vol indices

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

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

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

Return type:

derivitec.market_data.response.ApiGetEquityVolIndexVolSurfacesResponse

Code

>>> identifiers = [ric(".VIX")]
>>> market_dates = [datetime(2017, 10, 2)]
>>> market_data_environment_name = "Example Market Data Environment"
>>> equity_vol_index_vol_surfaces = client.get_equity_vol_index_vol_surfaces(identifiers, market_dates, market_data_environment_name)