derivitec.reports.types.VarReportData

class derivitec.reports.types.VarReportData(market_data_date=None, market_data_error_summary=None, portfolio_date_time=None, portfolio_id=None, portfolio_name=None, position_import_errors=None, pricing_date=None, real_time_market_data=None, portfolio_var_statistics=None, report_id=None, reporting_currency=None, report_name=None, scenario_portfolio_var_statistics=None, scenarios=None, status=None, status_message=None, time_stamp=None, tradable_var_statistics=None, position_infos=None, user_time_zone_id=None, historical_observation_dates=None, excluded_price_histories_by_tradable_id=None, excluded_scenario_price_histories_by_tradable_id=None, price_histories_by_tradable_id=None, scenario_price_histories_by_tradable_id=None)[source]
__init__(market_data_date=None, market_data_error_summary=None, portfolio_date_time=None, portfolio_id=None, portfolio_name=None, position_import_errors=None, pricing_date=None, real_time_market_data=None, portfolio_var_statistics=None, report_id=None, reporting_currency=None, report_name=None, scenario_portfolio_var_statistics=None, scenarios=None, status=None, status_message=None, time_stamp=None, tradable_var_statistics=None, position_infos=None, user_time_zone_id=None, historical_observation_dates=None, excluded_price_histories_by_tradable_id=None, excluded_scenario_price_histories_by_tradable_id=None, price_histories_by_tradable_id=None, scenario_price_histories_by_tradable_id=None)[source]
Parameters:

  • portfolio_var_statistics – The portfolio var statistics

  • market_data_error_summary – market data error summary

  • portfolio_date_time – portfolio date time

  • portfolio_id – portfolio id

  • portfolio_name – portfolio name

  • portfolio_var_statistics – portfolio var statistics

  • position_import_errors – position_import_errors

  • report_id – report id

  • reporting_currency – reporting currency

  • report_name – report name

  • scenario_portfolio_var_statistics – scenario portfolio var statistics

  • scenarios – scenarios

  • status – status

  • status_message – status message

  • time_stamp – time tamp

  • tradable_var_statistics – tradable var statistics

  • position_infos – position infos

  • user_time_zone_id – user time zone id

  • historical_observation_dates – historical_observation_dates

  • excluded_price_histories_by_tradable_id – excluded_price_histories_by_tradable_id

  • excluded_scenario_price_histories_by_tradable_id – excluded_scenario_price_histories_by_tradable_id

  • price_histories_by_tradable_id – price_histories_by_tradable_id

  • scenario_price_histories_by_tradable_id – scenario_price_histories_by_tradable_id

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([market_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()