derivitec.market_data.types.FxForwardPoint

class derivitec.market_data.types.FxForwardPoint(date=None, domestic_discount_factor=None, foreign_discount_factor=None, forward=None)[source]
__init__(date=None, domestic_discount_factor=None, foreign_discount_factor=None, forward=None)[source]
Parameters:

  • date – The date

  • domestic_discount_factor – The domestic discount factor

  • foreign_discount_factor – The foreign discount factor

  • forward – The forward

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([date, domestic_discount_factor, ...])

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()