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()