derivitec.market_data.types.ForwardRatePoint

class derivitec.market_data.types.ForwardRatePoint(day_count_fraction=None, discount_factor=None, fixing_date=None, forward_rate=None, maturity_date=None, value_date=None)[source]
__init__(day_count_fraction=None, discount_factor=None, fixing_date=None, forward_rate=None, maturity_date=None, value_date=None)[source]
Parameters:

  • day_count_fraction – The day count fraction

  • discount_factor – The discount factor

  • fixing_date – The fixing date

  • forward_rate – The forward rate

  • maturity_date – The maturity date

  • value_date – The value date

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([day_count_fraction, ...])

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()