derivitec.core.client.DerivitecClient.upload_rate_assets

DerivitecClient.upload_rate_assets(rate_assets, market_data_environment_name=None)[source]

Upload rate assets.

Parameters:

  • rate_assets (list of RateAsset) – The rate assets

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

Code

>>> val_date = datetime(2017, 10, 13)
>>> index_curve = DiscountCurve(currency="USD", discount_factors=discount_factors, extrapolate=True,maturities=mats, value_date=val_date)
>>> rate_asset = RateAsset(
...     business_day_convention=BusinessDayConvention.ModifiedFollowing,
...     currency="USD",
...     currency_calendar= Calendar(name="USA"),
...     day_count_convention=Actual365(),
...     end_to_end=True,
...     fixing_calendar=Calendar(name="UK"),
...     fixing_to_value_date_offset=2,
...     index_curve=index_curve,
...     name="USDLibor3M",
...     rate_tenor=Tenor("3m"),
...     reference_date=val_date,
...     type="Libor3M")
>>> rate_assets = [rate_asset]
>>> market_data_environment_name = "Example Market Data Environment"
>>> result = client.upload_rate_assets(rate_assets, market_data_environment_name)