derivitec.market_data.types.FxVolSurfacePoint

class derivitec.market_data.types.FxVolSurfacePoint(ask_vol=None, bid_vol=None, strike=None, vol=None)[source]
__init__(ask_vol=None, bid_vol=None, strike=None, vol=None)[source]
Parameters:

  • ask_vol – The ask vol

  • bid_vol – The bid vol

  • strike – The strike

  • vol – The vol

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([ask_vol, bid_vol, strike, vol])

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()