derivitec.market_data.types.DiscountCurve

class derivitec.market_data.types.DiscountCurve(currency=None, curve_name=None, discount_factors=None, extrapolate=True, maturities=None, provider_id=None, value_date=None)[source]
__init__(currency=None, curve_name=None, discount_factors=None, extrapolate=True, maturities=None, provider_id=None, value_date=None)[source]
Parameters:

  • currency – The currency

  • name (curve) – The curve name

  • discount_factors – The discount factors

  • extrapolate – The extrapolate

  • maturities – The maturities

  • provider_id – The provider id

  • value_date – The value date

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()