derivitec.market_data.types.FxVolSurface

class derivitec.market_data.types.FxVolSurface(benchmark_fwd_factors=None, benchmark_maturities=None, call_wings=None, fx_pair=None, is_quoted_fx_vol=None, provider_id=None, put_wings=None, reference_date=None, skews=None, smiles=None, spot_ref=None, strike_type=None, vols=None)

__init__(benchmark_fwd_factors=None, benchmark_maturities=None, call_wings=None, fx_pair=None, is_quoted_fx_vol=None, provider_id=None, put_wings=None, reference_date=None, skews=None, smiles=None, spot_ref=None, strike_type=None, vols=None)

Parameters:

• benchmark_fwd_factors – The benchmark fwd factors

• benchmark_maturities – The benchmark maturities

• call_wings – The call wings

• fx_pair – The fx pair

• is_quoted_fx_vol – The is quoted fx vol

• provider_id – The provider id

• put_wings – The put wings

• reference_date – The reference date

• skews – The skews

• smiles – The smiles

• spot_ref – The spot ref

• strike_type – The strike type

• vols – The vols

Methods

IsKeyValuePairListType(key_class_instance, ...)
__init__([benchmark_fwd_factors, ...])
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()