derivitec.core.client.DerivitecClient.upload_survival_curves

DerivitecClient.upload_survival_curves(survival_curves, market_data_environment_name=None)[source]

Upload survival curves.

Parameters:

  • survival_curves (list of derivitec.market_data.types.SurvivalCurve) – The list of survival curves.

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

Return type:

derivitec.market_data.response.ApiUploadSurvivalCurvesResponse

Code

>>> survival_curve = SurvivalCurve(
...     issuer_identifier = IssuerIdentifier.FromShortName("ETSY"),
...     currency = 'USD',
...     debt_type = 'Senior',
...     default_type = 'Bankruptcy',
...     reference_date = datetime(2017, 10, 14),
...     extrapolate = True,
...     maturities = [365, 365 * 10],
...     urvival_probabilities = [0.65, 0.45])

>>> survival_curves = [survival_curve]
>>> market_data_environment_name = "Example Market Data Environment"