derivitec.market_data.types.FxCrossDescriptor¶
- class derivitec.market_data.types.FxCrossDescriptor(fixing_end_date=None, fixing_start_date=None, high_low_fixing_end_date=None, high_low_fixing_start_date=None)[source]¶
- __init__(fixing_end_date=None, fixing_start_date=None, high_low_fixing_end_date=None, high_low_fixing_start_date=None)[source]¶
- Parameters:
fixing_end_date – The fixing end date
fixing_start_date – The fixing start date
high_low_fixing_end_date – The high low fixing end date
high_low_fixing_start_date – The high low fixing start date
Methods
IsKeyValuePairListType(key_class_instance, ...)__init__([fixing_end_date, ...])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()