derivitec.market_data.types.MktDataContainer

class derivitec.market_data.types.MktDataContainer(bond_yield_curve_map=None, calendar_map=None, cmdty_vol_surface_map=None, commodity_map=None, correlation_eq_fx_map=None, correlation_eq_eq_map=None, correlation_fx_fx_map=None, credit_index_correlation_map=None, discount_curve_map=None, equity_asset_map=None, equity_vol_index_map=None, equity_vol_surface_map=None, equity_vol_index_vol_surface_map=None, fx_cross_map=None, fx_vol_surface_map=None, pricing_date=None, rate_asset_map=None, recovery_rate_map=None, survival_curve_map=None, swaption_vol_cube_map=None, equity_vol_of_var_curve_map=None, **kwargs)

__init__(bond_yield_curve_map=None, calendar_map=None, cmdty_vol_surface_map=None, commodity_map=None, correlation_eq_fx_map=None, correlation_eq_eq_map=None, correlation_fx_fx_map=None, credit_index_correlation_map=None, discount_curve_map=None, equity_asset_map=None, equity_vol_index_map=None, equity_vol_surface_map=None, equity_vol_index_vol_surface_map=None, fx_cross_map=None, fx_vol_surface_map=None, pricing_date=None, rate_asset_map=None, recovery_rate_map=None, survival_curve_map=None, swaption_vol_cube_map=None, equity_vol_of_var_curve_map=None, **kwargs)

Parameters:

• equity_vol_of_var_curve_map – EquityVolOfVarCurve list required by the requested contracts.

• bond_yield_curve_map – The bond yield curve map

• calendar_map – The calendar map

• cmdty_vol_surface_map – The cmdty vol surface map

• commodity_map – The commodity map

• correlation_eq_fx_map – The correlation eq fx map

• correlation_eq_eq_map – The correlation eq eq map

• correlation_fx_fx_map – The correlation fx fx map

• credit_index_correlation_map – The credit index correlation map

• discount_curve_map – The discount curve map

• equity_asset_map – The equity asset map

• equity_vol_index_map – The equity vol index map

• equity_vol_surface_map – The equity vol surface map

• equity_vol_index_vol_surface_map – The equity vol surface map

• fx_cross_map – The fx cross map

• fx_vol_surface_map – The fx vol surface map

• pricing_date – The pricing date

• rate_asset_map – The rate asset map

• recovery_rate_map – The recovery rate map

• survival_curve_map – The survival curve map

• swaption_vol_cube_map – The swaption vol cube map

Methods

IsKeyValuePairListType(key_class_instance, ...)
__init__([bond_yield_curve_map, ...])
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()