derivitec.market_data.types.SurvivalCurve

class derivitec.market_data.types.SurvivalCurve(currency=None, debt_type=None, default_type=None, extrapolate=True, issuer_id=None, issuer_identifier=None, maturities=None, provider_id=None, reference_date=None, survival_probabilities=None)[source]
__init__(currency=None, debt_type=None, default_type=None, extrapolate=True, issuer_id=None, issuer_identifier=None, maturities=None, provider_id=None, reference_date=None, survival_probabilities=None)[source]
Parameters:

  • currency – The currency

  • debt_type – The debt type

  • default_type – The default type

  • extrapolate – The extrapolate

  • issuer_id – The issuer id

  • maturities – The maturities

  • provider_id – The provider id

  • reference_date – The reference date

  • survival_probabilities – The survival probabilities

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([currency, debt_type, ...])

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()