derivitec.market_data.types.EquityVolIndex

class derivitec.market_data.types.EquityVolIndex(annualisation_factor=None, days_to_maturity=None, eq_asset_id=None, eq_vol_index_id=None, equity=None, equity_vol_surface=None, fixings=None, log_spot_step_size=None, max_log_spot=None, min_log_spot=None, name=None, provider_id=None, reference_date=None)

__init__(annualisation_factor=None, days_to_maturity=None, eq_asset_id=None, eq_vol_index_id=None, equity=None, equity_vol_surface=None, fixings=None, log_spot_step_size=None, max_log_spot=None, min_log_spot=None, name=None, provider_id=None, reference_date=None)

Parameters:

• annualisation_factor – The annualisation factor

• days_to_maturity – The days to maturity

• eq_asset_id – The eq asset id

• eq_vol_index_id – The eq vol index id

• equity – The equity

• equity_vol_surface – The equity vol surface

• fixings – The fixings

• log_spot_step_size – The log spot step size

• max_log_spot – The max log spot

• min_log_spot – The min log spot

• name – The name

• provider_id – The provider id

• reference_date – The reference date

Methods

IsKeyValuePairListType(key_class_instance, ...)
__init__([annualisation_factor, ...])
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()