derivitec.market_data.types.CurveFittingOverride

class derivitec.market_data.types.CurveFittingOverride(currency=None, curve_name=None, instrument_set=None, instrument_quotes=None)[source]
__init__(currency=None, curve_name=None, instrument_set=None, instrument_quotes=None)[source]
Parameters:

  • currency – The currency

  • curve_name – The curve name

  • instrument_set – The instrument set

  • instrument_quotes – The instrument quotes

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([currency, curve_name, ...])

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()