derivitec.market_data.types.FxCross

class derivitec.market_data.types.FxCross(domestic_discount_curve=None, fixings_by_source=None, foreign_discount_curve=None, fx_pair=None, high_fixings_by_source=None, is_quoted_fx_cross=None, low_fixings_by_source=None, provider_id=None, reference_date=None, roll_fixing=None, settlement=None, spot=None)[source]
__init__(domestic_discount_curve=None, fixings_by_source=None, foreign_discount_curve=None, fx_pair=None, high_fixings_by_source=None, is_quoted_fx_cross=None, low_fixings_by_source=None, provider_id=None, reference_date=None, roll_fixing=None, settlement=None, spot=None)[source]
Parameters:

  • domestic_discount_curve – The domestic discount curve

  • fixings_by_source – The fixings by source

  • foreign_discount_curve – The foreign discount curve

  • fx_pair – The fx pair

  • high_fixings_by_source – The high fixings by source

  • is_quoted_fx_cross – The is quoted fx cross

  • low_fixings_by_source – The low fixings by source

  • provider_id – The provider id

  • reference_date – The reference date

  • roll_fixing – The roll fixing

  • settlement – The settlement

  • spot – The spot

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([domestic_discount_curve, ...])

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()