derivitec.market_data.types.EquityVolIndexBump

class derivitec.market_data.types.EquityVolIndexBump(equity_bump=None, equity_vol_surface_bump=None, spread_curve_bump=None, spot_bump=None, use_proportional_vol_bumps=None)[source]
__init__(equity_bump=None, equity_vol_surface_bump=None, spread_curve_bump=None, spot_bump=None, use_proportional_vol_bumps=None)[source]
Parameters:

  • equity_bump – Equity bump

  • vol_surface_bump – Vol surface bump

  • spread_curve_bump – Spread curve bump

  • spot_bump – Spot bump

  • use_proportional_vol_bumps – The use_proportional_vol_bumps flag

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([equity_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()