derivitec.market_data.types.EquityVolSurfaceParameters

class derivitec.market_data.types.EquityVolSurfaceParameters(atm_forward=None, atmf_vol=None, call_wing=None, expiry=None, maturity=None, put_wing=None, skew=None, smile=None)[source]
__init__(atm_forward=None, atmf_vol=None, call_wing=None, expiry=None, maturity=None, put_wing=None, skew=None, smile=None)[source]
Parameters:

  • atm_forward – The atm forward

  • atmf_vol – The atmf vol

  • call_wing – The call wing

  • expiry – The expiry

  • maturity – The maturity

  • put_wing – The put wing

  • skew – The skew

  • smile – The smile

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([atm_forward, atmf_vol, call_wing, ...])

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()