derivitec.market_data.types.DiscountCurveBump

class derivitec.market_data.types.DiscountCurveBump(rate_bumps=None, tenors=None, maturities=None, use_proportional_rate_bumps=None, use_forward_rate_bumps=None)[source]
__init__(rate_bumps=None, tenors=None, maturities=None, use_proportional_rate_bumps=None, use_forward_rate_bumps=None)[source]
Parameters:

  • rate_bumps – The rate bumps

  • tenors – The tenors

  • maturities – The maturities

  • use_proportional_rate_bumps – The use_proportional_rate_bumps flag

  • use_forward_rate_bumps – The use_forward_rate_bumps flag

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([rate_bumps, tenors, maturities, ...])

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()