derivitec.market_data.types.RateAsset

class derivitec.market_data.types.RateAsset(business_day_convention=None, currency=None, currency_calendar=None, day_count_convention=None, end_to_end=None, fixing_calendar=None, fixing_to_value_date_offset=None, index_curve=None, name=None, provider_id=None, rate_fixings=None, rate_tenor=None, reference_date=None, type=None)

__init__(business_day_convention=None, currency=None, currency_calendar=None, day_count_convention=None, end_to_end=None, fixing_calendar=None, fixing_to_value_date_offset=None, index_curve=None, name=None, provider_id=None, rate_fixings=None, rate_tenor=None, reference_date=None, type=None)

Parameters:

• business_day_convention – The business day convention

• currency – The currency

• currency_calendar – The currency calendar

• day_count_convention – The day count convention

• end_to_end – The end to end

• fixing_calendar – The fixing calendar

• fixing_to_value_date_offset – The fixing to value date offset

• index_curve – The index curve

• name – The name

• provider_id – The provider id

• rate_fixings – The rate fixings

• rate_tenor – The rate tenor

• reference_date – The reference date

• type – The type

Methods

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