derivitec.market_data.types.DividendBump

class derivitec.market_data.types.DividendBump(shock_sizes=None, tenors=None, maturities=None, bump_cash_dividends=True, bump_dividend_yields=True, bump_confirmed_dividends=False, all_in_rate_bumps=None, asset_identifier=None)[source]
__init__(shock_sizes=None, tenors=None, maturities=None, bump_cash_dividends=True, bump_dividend_yields=True, bump_confirmed_dividends=False, all_in_rate_bumps=None, asset_identifier=None)[source]
Parameters:

  • shock_sizes – The shock size

  • tenors – The tenors

  • maturities – The maturities

  • bump_cash_dividends – The bump_cash_dividends flag

  • bump_confirmed_dividends – The bump_confirmed_dividends flag

  • all_in_rate_bumps – The all_in_rate_bumps

  • asset_identifier – The asset_identifier

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([shock_sizes, 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()