derivitec.market_data.types.FxVolatilityTermStructure

class derivitec.market_data.types.FxVolatilityTermStructure(expiries=None, volatility_curves=None)[source]
__init__(expiries=None, volatility_curves=None)[source]
Parameters:

  • expiries – The expiries

  • volatility_curves – The volatility curves

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([expiries, volatility_curves])

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()