derivitec.core.client.DerivitecClient.upload_eq_vol_of_var_curves¶
- DerivitecClient.upload_eq_vol_of_var_curves(eq_vol_of_var_curves, market_data_environment_name=None)[source]¶
Upload equity volatility-of-variance curves for analytic vol swaps.
- Parameters:
eq_vol_of_var_curves (list[
derivitec.market_data.types.EquityVolOfVarCurve]) – Non-empty list of EquityVolOfVarCurve objects.market_data_environment_name – Writable destination; omitted means organisation scope.
- Return type:
Each curve replaces the mark for its underlying and reference date in that environment. Maturities are positive calendar-day offsets and vols are positive decimals. Inspect is_success and error_messages. This is a persistent upload, not a request-level MarketDataOverride.