derivitec.market_data.types.EquityForwardPoint¶
- class derivitec.market_data.types.EquityForwardPoint(all_in_rate=None, borrow_factor=None, date=None, discount_factor=None, gross_dividend=None, net_dividend=None, forward=None, is_ex_date=None, fx_rate=None, borrow_rate=None, discount_rate=None)[source]¶
- __init__(all_in_rate=None, borrow_factor=None, date=None, discount_factor=None, gross_dividend=None, net_dividend=None, forward=None, is_ex_date=None, fx_rate=None, borrow_rate=None, discount_rate=None)[source]¶
- Parameters:
all_in_rate – The all in rate
borrow_factor – The borrow factor
date – The date
discount_factor – The discount factor
gross_dividend – The gross dividend
net_dividend – The net dividend
forward – The forward
is_ex_date – The is ex date
fx_rate – The fx rate
borrow_rate – The borrow rate
discount_rate – The discount rate
Methods
IsKeyValuePairListType(key_class_instance, ...)__init__([all_in_rate, borrow_factor, date, ...])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()