derivitec.market_data.types.MarketDataErrorSummary

class derivitec.market_data.types.MarketDataErrorSummary(bond_yield_curve_errors=None, calendar_errors=None, cmdty_vol_surface_errors=None, commodity_errors=None, discount_curve_errors=None, equity_asset_errors=None, equity_vol_index_errors=None, equity_vol_surface_errors=None, equity_vol_index_vol_surface_errors=None, fx_cross_errors=None, fx_vol_surface_errors=None, rate_asset_errors=None, recovery_rate_errors=None, survival_curve_errors=None, swaption_vol_cube_errors=None, **kwargs)[source]
__init__(bond_yield_curve_errors=None, calendar_errors=None, cmdty_vol_surface_errors=None, commodity_errors=None, discount_curve_errors=None, equity_asset_errors=None, equity_vol_index_errors=None, equity_vol_surface_errors=None, equity_vol_index_vol_surface_errors=None, fx_cross_errors=None, fx_vol_surface_errors=None, rate_asset_errors=None, recovery_rate_errors=None, survival_curve_errors=None, swaption_vol_cube_errors=None, **kwargs)[source]
Parameters:

  • bond_yield_curve_errors – The bond yield curve errors

  • calendar_errors – The calendar errors

  • cmdty_vol_surface_errors – The cmdty vol surface errors

  • commodity_errors – The commodity errors

  • discount_curve_errors – The discount curve errors

  • equity_asset_errors – The equity asset errors

  • equity_vol_index_errors – The equity vol index errors

  • equity_vol_surface_errors – The equity vol surface errors

  • equity_vol_index_vol_surface_errors – The equity vol surface errors

  • fx_cross_errors – The fx cross errors

  • fx_vol_surface_errors – The fx vol surface errors

  • rate_asset_errors – The rate asset errors

  • recovery_rate_errors – The recovery rate errors

  • survival_curve_errors – The survival curve errors

  • swaption_vol_cube_errors – The swaption vol cube errors

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([bond_yield_curve_errors, ...])

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()