derivitec.market_data.types.LocalVolatilityDetails

class derivitec.market_data.types.LocalVolatilityDetails(arbitrage_types=None, error_message=None, forwards=None, local_volatilities=None, log_spots=None, spots=None, times=None)[source]
__init__(arbitrage_types=None, error_message=None, forwards=None, local_volatilities=None, log_spots=None, spots=None, times=None)[source]
Parameters:

  • arbitrage_types – The arbitrage types

  • error_message – The error message

  • forwards – The forwards

  • local_volatilities – The local volatilities

  • log_spots – The log spots

  • spots – The spots

  • times – The times

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([arbitrage_types, error_message, ...])

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()