derivitec.market_data.types.YieldCurvePoint

class derivitec.market_data.types.YieldCurvePoint(expiry=None, maturity=None, rate=None)[source]
__init__(expiry=None, maturity=None, rate=None)[source]
Parameters:

  • expiry – The expiry

  • maturity – The maturity

  • rate – The rate

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([expiry, maturity, rate])

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()