derivitec.core.client.DerivitecClient.upload_equity_vol_curves

DerivitecClient.upload_equity_vol_curves(equity_vol_curves, use_best_effort, market_data_environment_name=None)[source]

Upload equity vol curves.

Parameters:

  • eq_vol_curves (list of EquityVolCurve) – The equity vol curves

  • use_best_effort (bool) – The best effort flag

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

Code

>>> provider_id = "Derivitec"
>>> asset_id = bbg("MSFT US")
>>> maturities = [ 365, 730 ]       
>>> reference_date = datetime(2017, 10, 13)
>>> vols = [ 0.3, 0.25 ]
>>> equity_vol_curve = EquityVolCurve(
...     asset_id = asset_id,
...     benchmark_maturities = benchmark_maturities,
...     reference_date = reference_date,
...     vols = vols)
>>> equity_vol_curves = [equity_vol_curve]
>>> use_best_effort = False
>>> market_data_environment_name = "Example Market Data Environment"
>>> client.upload_equity_vol_curves(equity_vol_curves, use_best_effort, market_data_environment_name)