derivitec.reports.types.VarReportInfo

class derivitec.reports.types.VarReportInfo(confidence_level=None, first_observation_date=None, historical_start_date_rule=None, id=None, mkt_data_date=None, portfolio_id=None, portfolio_name=None, pricing_date=None, real_time_mkt_data=None, reporting_currency=None, report_name=None, status=None, status_message=None, time_stamp=None, var_horizon=None)[source]
__init__(confidence_level=None, first_observation_date=None, historical_start_date_rule=None, id=None, mkt_data_date=None, portfolio_id=None, portfolio_name=None, pricing_date=None, real_time_mkt_data=None, reporting_currency=None, report_name=None, status=None, status_message=None, time_stamp=None, var_horizon=None)[source]
Parameters:

  • confidence_level – The confidence_level

  • first_observation_date – The first_observation_date

  • historical_start_date_rule – The historical_start_date_rule

  • id – The id

  • mkt_data_date – The mkt_data_date

  • portfolio_id – The portfolio_id

  • portfolio_name – The portfolio_name

  • pricing_date – The pricing_date

  • real_time_mkt_data – The real_time_mkt_data

  • reporting_currency – The reporting_currency

  • report_name – The report name

  • status – The status

  • status_message – The status_message

  • time_stamp – The time_stamp

  • var_horizon – The var_horizon

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([confidence_level, ...])

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()