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()