derivitec.reports.response.ApiVarReportTimeSeriesDataResponse

class derivitec.reports.response.ApiVarReportTimeSeriesDataResponse(confidence_level=None, mkt_data_date=None, observation_dates=None, portfolio_name=None, pricing_date=None, report_id=None, reporting_currency=None, time_stamp=None, group_labels_by_group_id=None, time_series_by_group_id=None, var_horizon=None, error_messages=None, is_success=None)[source]
__init__(confidence_level=None, mkt_data_date=None, observation_dates=None, portfolio_name=None, pricing_date=None, report_id=None, reporting_currency=None, time_stamp=None, group_labels_by_group_id=None, time_series_by_group_id=None, var_horizon=None, error_messages=None, is_success=None)[source]
Parameters:

  • confidence_level – confidence level

  • mkt_data_date – market data date

  • observation_dates – observation dates

  • portfolio_name – portfolio name

  • pricing_date – pricing date

  • report_id – report id

  • reporting_currency – reporting currency

  • time_stamp – time tamp

  • group_labels_by_group_id – group labels by id

  • time_series_by_group_id – time series by group id

  • var_horizon – var horizon

  • error_messages – error messages

  • is_success – is success

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([confidence_level, mkt_data_date, ...])

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()