derivitec.market_data.types.BorrowCurveOverride

class derivitec.market_data.types.BorrowCurveOverride(asset_identifier, discount_factors, maturities)[source]
__init__(asset_identifier, discount_factors, maturities)[source]
Parameters:

  • asset_identifier – The asset identifier

  • discount_factors – The discount factors

  • maturities – The maturities

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__(asset_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()