derivitec.market_data.types.BondYieldCurveOverride

class derivitec.market_data.types.BondYieldCurveOverride(bond_issuer=None, currency=None, discount_factors=None, maturities=None, debt_type=None, bond_identifier=None, reference_curve_name=None, reference_curve_maturities=None, reference_curve_discount_factors=None)[source]
__init__(bond_issuer=None, currency=None, discount_factors=None, maturities=None, debt_type=None, bond_identifier=None, reference_curve_name=None, reference_curve_maturities=None, reference_curve_discount_factors=None)[source]
Parameters:

  • bond_issuer – The bond issuer

  • currency – The currency

  • discount_factors – The discount factors

  • maturities – The maturities

  • debt_type – The debt type

  • bond_identifier – The bond identifier if this curve is to be used to price a single bond

  • reference_curve_name – The reference curve name

  • reference_curve_maturities – The reference curve maturities (in calendar days)

  • reference_curve_discount_factors – The reference curve discount factors

Methods

IsKeyValuePairListType(key_class_instance, ...)

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

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()