derivitec.core.client.DerivitecClient.upload_equity_vol_grids

DerivitecClient.upload_equity_vol_grids(equity_vol_grids, use_best_effort, market_data_environment_name=None)[source]

Upload equity vol grids.

Parameters:

  • equity_vol_grids (list[derivitec.market_data.EquityVolGrid]) – The equity vol grids

  • use_best_effort (bool) – The best effort flag

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

Return type:

derivitec.market_data.response.ApiBaseResponse

Code

>>> provider_id = "Derivitec"
>>> asset_id = bbg("MSFT US")
>>> reference_date = datetime(2017, 10, 13)
>>> maturities = [ 365, 730 ] 
>>> strikes = [[80, 100, 120], [80, 100, 120, 140]]             
>>> vols = [[0.3, 0.25, 0.4], [0.4, 0.3, 0.35, 0.45]]
>>> equity_vol_grid = EquityVolGrid(
...     asset_id = asset_id,
...     reference_date = reference_date,
...     maturities = maturities,
...     strikes = strikes,        
...     vols = vols)
>>> equity_vol_grids = [equity_vol_grid]
>>> use_best_effort = False
>>> market_data_environment_name = "Example Market Data Environment"
>>> client.upload_equity_vol_grids(equity_vol_grids, use_best_effort, market_data_environment_name)