derivitec.market_data.types.RecoveryRateData

class derivitec.market_data.types.RecoveryRateData(rate=None, reference_bond_id=None, issuer_id=None, date=None, provider_id=None)[source]
__init__(rate=None, reference_bond_id=None, issuer_id=None, date=None, provider_id=None)[source]
Parameters:

  • rate – The recovery rate

  • reference_bond_id – The reference bond id

  • issuer_id – The issuer id

  • date – The market date

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([rate, reference_bond_id, ...])

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()