derivitec.market_data.types.VolatilityData

class derivitec.market_data.types.VolatilityData(date=None, strike_type=None, strikes=None, vols=None)[source]
__init__(date=None, strike_type=None, strikes=None, vols=None)[source]
Parameters:

  • date – The date

  • strike_type – The strike type

  • strikes – The strikes

  • vols – The vols

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([date, strike_type, strikes, vols])

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()