derivitec.market_data.types.BondYieldCurve

class derivitec.market_data.types.BondYieldCurve(currency=None, discount_factors=None, extrapolate=True, issuer_identifier=None, issuer_id=None, maturities=None, provider_id=None, seniority=None, reference_bond_yield_curve=None, reference_date=None, bond_identifier=None)[source]
__init__(currency=None, discount_factors=None, extrapolate=True, issuer_identifier=None, issuer_id=None, maturities=None, provider_id=None, seniority=None, reference_bond_yield_curve=None, reference_date=None, bond_identifier=None)[source]
Parameters:

  • currency – The currency

  • discount_factors – The discount factors

  • extrapolate – The extrapolate

  • issuer_identifier – The issuer identifier

  • maturities – The maturities

  • provider_id – The provider id

  • reference_bond_yield_curve – The reference bond yield curve

  • reference_date – The reference date

  • seniority – The seniority

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([currency, discount_factors, ...])

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()