derivitec.market_data.types.BorrowCurveData

class derivitec.market_data.types.BorrowCurveData(identifier=None, discount_factors=None, maturities=None, provider_id=None, value_date=None, tenors=None, rates=None, use_zero_rates=None)[source]
__init__(identifier=None, discount_factors=None, maturities=None, provider_id=None, value_date=None, tenors=None, rates=None, use_zero_rates=None)[source]
Parameters:

  • identifier – The identifier

  • discount_factors – The discount factors

  • maturities – The maturities

  • provider_id – The provider id

  • value_date – The value date

  • tenors – The tenors

  • rates – The rates

  • use_zero_rates – The use zero rates flag

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([identifier, 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()