derivitec.market_data.types.FxVolSurfaceParameters

class derivitec.market_data.types.FxVolSurfaceParameters(atm_forward=None, atmf_vol=None, call_wing=None, expiry=None, maturity=None, put_wing=None, skew=None, smile=None)

__init__(atm_forward=None, atmf_vol=None, call_wing=None, expiry=None, maturity=None, put_wing=None, skew=None, smile=None)

Parameters:

• atm_forward – The atm forward

• atmf_vol – The atmf vol

• call_wing – The call wing

• expiry – The expiry

• maturity – The maturity

• put_wing – The put wing

• skew – The skew

• smile – The smile

Methods

IsKeyValuePairListType(key_class_instance, ...)
__init__([atm_forward, atmf_vol, call_wing, ...])
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()