derivitec.market_data.types.CdsData

class derivitec.market_data.types.CdsData(issuer_identifier=None, issuer_id=None, currency=None, seniority=None, doc_clause=None, tenor=None, traded_spread=None, pts_upfront=None, date=None, running_coupon=None, assumed_recovery=None, liquidity_score=None, **kwargs)

__init__(issuer_identifier=None, issuer_id=None, currency=None, seniority=None, doc_clause=None, tenor=None, traded_spread=None, pts_upfront=None, date=None, running_coupon=None, assumed_recovery=None, liquidity_score=None, **kwargs)

Parameters:

• issuer_identifier – The issuer identifier

• currency – The currency

• seniority – The seniority

• doc_clause – The doc clause

• tenor – The tenor

• traded_spread – The traded spread

• pts_upfront – The points upfront

• date – The date

• running_coupon – The running coupon

• assumed_recovery – The assumed recovery rate

• liquidity_score – The liquidity score

Methods

IsKeyValuePairListType(key_class_instance, ...)
__init__([issuer_identifier, issuer_id, ...])
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()