derivitec.market_data.types.FxVolSurfaceError

class derivitec.market_data.types.FxVolSurfaceError(fx_cross_id=None, message=None, reference_date=None)[source]
__init__(fx_cross_id=None, message=None, reference_date=None)[source]
Parameters:

  • fx_cross_id – The fx cross id

  • message – The message

  • reference_date – The reference date

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([fx_cross_id, message, reference_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()