derivitec.market_data.types.EquityBump

class derivitec.market_data.types.EquityBump(spot_bump=None, discount_curve_bump=None, borrow_curve_bump=None, dividend_bump=None, asset_id=None)[source]
__init__(spot_bump=None, discount_curve_bump=None, borrow_curve_bump=None, dividend_bump=None, asset_id=None)[source]
Parameters:

  • spot_bump – Spot bump (float)

  • discount_curve_bump – Discount curve bump (DiscountCurveBump instance)

  • borrow_curve_bump – Borrow curve bump (DiscountCurveBump instance)

  • dividend_bump – Dividend bump (DividendBump instance)

  • asset_id – Asset identifier (string)

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([spot_bump, discount_curve_bump, ...])

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()