derivitec.market_data.types.Equity

class derivitec.market_data.types.Equity(borrow_curve=None, dividends=None, fixings=None, futures_date=None, futures_price=None, fx_cross_map=None, holiday_calendar=None, name=None, provider_id=None, reference_date=None, roll_fixing=None, settlement_lag=None, yield_curve=None, index_premium=None)

__init__(borrow_curve=None, dividends=None, fixings=None, futures_date=None, futures_price=None, fx_cross_map=None, holiday_calendar=None, name=None, provider_id=None, reference_date=None, roll_fixing=None, settlement_lag=None, yield_curve=None, index_premium=None)

Parameters:

• borrow_curve – The borrow curve

• dividends – The dividends

• fixings – The fixings

• futures_date – The futures date

• futures_price – The futures price

• fx_cross_map – The fx cross map

• holiday_calendar – The holiday calendar

• name – The name

• provider_id – The provider id

• reference_date – The reference date

• roll_fixing – The roll fixing

• settlement_lag – The settlement lag

• yield_curve – The yield curve

• index_premium – The index premium

Methods

IsKeyValuePairListType(key_class_instance, ...)
__init__([borrow_curve, dividends, fixings, ...])
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()