derivitec.core.client.DerivitecClient.get_ir_futures¶

DerivitecClient.get_ir_futures(identifiers, as_of_date=None)[source]¶

Get ir futures.

Parameters:

identifiers (list of derivitec.misc.types.InstrumentIdentifier) – The ir future instrument identifiers
as_of_date (datetime) – The as of date

Return type:

dict

Code

>>> identifiers = [bbg("FFU3")]
>>> as_of_date = datetime(2017, 10, 12)
>>> client.get_ir_futures(identifiers=identifiers, as_of_date=as_of_date)