derivitec.market_data.types.EqVolSurfaceBump

class derivitec.market_data.types.EqVolSurfaceBump(maturities=None, tenors=None, vol_bumps=None, vol_bump=None, use_proportional_vol_bumps=None, bumped_vol_floor=None)[source]
__init__(maturities=None, tenors=None, vol_bumps=None, vol_bump=None, use_proportional_vol_bumps=None, bumped_vol_floor=None)[source]
Parameters:

  • maturities – The maturities

  • tenors – The tenors

  • vol_bumps – vol bumps for each maturity/tenor

  • use_proportional_vol_bumps – The use_proportional_vol_bumps flag

  • bumped_vol_floor – The bumped_vol_floor flag

Methods

IsKeyValuePairListType(key_class_instance, ...)

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

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()