derivitec.market_data.types.EquityVolIndexSpreadCurveBump

class derivitec.market_data.types.EquityVolIndexSpreadCurveBump(maturities=None, spread_bumps=None)[source]
__init__(maturities=None, spread_bumps=None)[source]
Parameters:

  • maturities – List of maturities

  • spread_bumps – List of spread bumps

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([maturities, spread_bumps])

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()