derivitec.market_data.types.MktDataContainerExternal

class derivitec.market_data.types.MktDataContainerExternal(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)[source]
__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()