derivitec.market_data.types.EquityVolCurve

class derivitec.market_data.types.EquityVolCurve(provider_id=None, asset_id=None, maturities=None, reference_date=None, vols=None)[source]
__init__(provider_id=None, asset_id=None, maturities=None, reference_date=None, vols=None)[source]
Parameters:

  • provider_id – The provider id

  • asset_id – The asset id

  • maturities – The benchmark maturities

  • reference_date – The reference date

  • vols – The vols

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([provider_id, asset_id, ...])

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()