derivitec.market_data.types.VolCurvePoint

class derivitec.market_data.types.VolCurvePoint(atmf_vol=None, call_vol=None, expiry=None, maturity=None, put_vol=None)[source]
__init__(atmf_vol=None, call_vol=None, expiry=None, maturity=None, put_vol=None)[source]
Parameters:

  • atmf_vol – The atmf vol

  • call_vol – The call vol

  • expiry – The expiry

  • maturity – The maturity

  • put_vol – The put vol

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([atmf_vol, call_vol, expiry, ...])

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()