derivitec.market_data.types.BondInfo

class derivitec.market_data.types.BondInfo(business_day_convention=None, calendar_id=None, call_provision=None, callable_conversion_condition=None, conversion_condition=None, country=None, coupon_frequency=None, coupon_rate=None, coupon_rates=None, coupon_type=None, currency=None, dated_date=None, day_count_convention=None, description=None, dilution_conversion_condition=None, dividend_protection_conversion_condition=None, end_to_end=None, equity_asset_currency=None, equity_asset_id=None, exchanges=None, figi=None, first_coupon_date=None, is_benchmark_bond=None, is_callable=None, is_convertible=None, is_inflation_protected=None, is_perpetual=None, is_putable=None, is_sinkable=None, is_valid=None, isin=None, issue_date=None, issuer=None, mandatory_conversion_condition=None, market=None, maturity_date=None, name=None, original_issue_amount=None, par_value=None, penultimate_coupon_date=None, provider_id=None, put_provision=None, puttable_conversion_condition=None, quoted_clean=None, quotation_base=None, quotation_method=None, redemption_rate=None, reuters_issuer_id=None, reuters_issuer_name=None, reuters_issuer_org_id=None, reuters_ticker=None, ric=None, settlement_lag=None, sub_type=None, type=None, bond_coupons=None, **kwargs)[source]
__init__(business_day_convention=None, calendar_id=None, call_provision=None, callable_conversion_condition=None, conversion_condition=None, country=None, coupon_frequency=None, coupon_rate=None, coupon_rates=None, coupon_type=None, currency=None, dated_date=None, day_count_convention=None, description=None, dilution_conversion_condition=None, dividend_protection_conversion_condition=None, end_to_end=None, equity_asset_currency=None, equity_asset_id=None, exchanges=None, figi=None, first_coupon_date=None, is_benchmark_bond=None, is_callable=None, is_convertible=None, is_inflation_protected=None, is_perpetual=None, is_putable=None, is_sinkable=None, is_valid=None, isin=None, issue_date=None, issuer=None, mandatory_conversion_condition=None, market=None, maturity_date=None, name=None, original_issue_amount=None, par_value=None, penultimate_coupon_date=None, provider_id=None, put_provision=None, puttable_conversion_condition=None, quoted_clean=None, quotation_base=None, quotation_method=None, redemption_rate=None, reuters_issuer_id=None, reuters_issuer_name=None, reuters_issuer_org_id=None, reuters_ticker=None, ric=None, settlement_lag=None, sub_type=None, type=None, bond_coupons=None, **kwargs)[source]
Parameters:

  • business_day_convention – The business day convention

  • calendar_id – The calendar id

  • call_provision – The call provision

  • callable_conversion_condition – The callable conversion condition

  • conversion_condition – The conversion condition

  • country – The country

  • coupon_frequency – The coupon frequency

  • coupon_rate – The coupon rate

  • coupon_rates – The coupon rates

  • coupon_type – The coupon type

  • currency – The currency

  • dated_date – The dated date

  • day_count_convention – The day count convention

  • description – The description

  • dilution_conversion_condition – The dilution conversion condition

  • dividend_protection_conversion_condition – The dividend protection conversion condition

  • end_to_end – The end to end

  • equity_asset_currency – The equity asset currency

  • equity_asset_id – The equity asset id

  • exchanges – The exchanges

  • figi – The FIGI

  • first_coupon_date – The first coupon date

  • is_benchmark_bond – The is benchmark bond

  • is_callable – The is callable

  • is_convertible – The is convertible

  • is_inflation_protected – The is inflation protected

  • is_perpetual – The is perpetual

  • is_putable – The is putable

  • is_sinkable – The is sinkable

  • is_valid – The is valid

  • isin – The isin

  • issue_date – The issue date

  • issuer – The issuer

  • mandatory_conversion_condition – The mandatory conversion condition

  • market – The market

  • maturity_date – The maturity date

  • name – The name

  • original_issue_amount – The original issue amount

  • par_value – The par value

  • penultimate_coupon_date – The penultimate coupon date

  • provider_id – The provider id

  • put_provision – The put provision

  • puttable_conversion_condition – The puttable conversion condition

  • quoted_clean – The quoted clean

  • quotation_base – The quotation base

  • quotation_method – The quotation method

  • redemption_rate – The redemption rate

  • reuters_issuer_id – The reuters issuer id

  • reuters_issuer_name – The reuters issuer name

  • reuters_issuer_org_id – The reuters issuer org id

  • reuters_ticker – The reuters ticker

  • ric – The ric

  • settlement_lag – The settlement lag

  • sub_type – The sub type

  • type – The type

  • bond_coupons – bond coupons

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([business_day_convention, ...])

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()