derivitec.market_data.types.Commodity

class derivitec.market_data.types.Commodity(commodity_id=None, convenience_yield_curve=None, discount_curve=None, fixings=None, futures_date=None, futures_price=None, provider_id=None, reference_date=None, roll_fixing=None, settlement_calendar=None, settlement_lag=None)[source]
__init__(commodity_id=None, convenience_yield_curve=None, discount_curve=None, fixings=None, futures_date=None, futures_price=None, provider_id=None, reference_date=None, roll_fixing=None, settlement_calendar=None, settlement_lag=None)[source]
Parameters:

  • commodity_id – The commodity id

  • convenience_yield_curve – The convenience yield curve

  • discount_curve – The discount curve

  • fixings – The fixings

  • futures_date – The futures date

  • futures_price – The futures price

  • provider_id – The provider id

  • reference_date – The reference date

  • roll_fixing – The roll fixing

  • settlement_calendar – The settlement calendar

  • settlement_lag – The settlement lag

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([commodity_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()