derivitec.market_data.types.SwaptionVolCubeError

class derivitec.market_data.types.SwaptionVolCubeError(message=None, rate_asset_id=None, reference_date=None)[source]
__init__(message=None, rate_asset_id=None, reference_date=None)[source]
Parameters:

  • message – The message

  • rate_asset_id – The rate asset id

  • reference_date – The reference date

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([message, rate_asset_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()