derivitec.market_data.types.AndersenBuffumParameters

class derivitec.market_data.types.AndersenBuffumParameters(andersen_buffum_alpha=None, andersen_buffum_benchmark_spot=None, asset_name=None, reference_date=None, provider_id=None)[source]
__init__(andersen_buffum_alpha=None, andersen_buffum_benchmark_spot=None, asset_name=None, reference_date=None, provider_id=None)[source]
Parameters:

  • andersen_buffum_alpha – The andersen buffum alpha

  • andersen_buffum_benchmark_spot – The andersen buffum benchmark spot

  • asset_name – The asset name

  • reference_date – The reference date

  • provider_id – The provider id

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([andersen_buffum_alpha, ...])

json_params()

JSON param names.

rebuild(content)

Recursive rebuild.

recursive_decompose(item)

Helper function to recursively convert some types to a suitable format for json.

to_dict()

typename()