derivitec.market_data.types.EquityVolSurface

class derivitec.market_data.types.EquityVolSurface(asset_name=None, benchmark_fwd_factors=None, benchmark_maturities=None, provider_id=None, reference_date=None, spot_ref=None)[source]
__init__(asset_name=None, benchmark_fwd_factors=None, benchmark_maturities=None, provider_id=None, reference_date=None, spot_ref=None)[source]
Parameters:

  • asset_name – The asset name

  • benchmark_fwd_factors – The benchmark fwd factors

  • benchmark_maturities – The benchmark maturities

  • provider_id – The provider id

  • reference_date – The reference date

  • spot_ref – The spot ref

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([asset_name, ...])

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()