derivitec.risk_engine.types.CmdtyVolScenario

class derivitec.risk_engine.types.CmdtyVolScenario(shock_size=None, use_proportional_vol_bump=None, scenario_name=None, scenario_description=None)[source]
__init__(shock_size=None, use_proportional_vol_bump=None, scenario_name=None, scenario_description=None)[source]
Parameters:

  • shock_size – The shock size

  • use_proportional_vol_bump – The use proportional vol bump flag

  • scenario_name – The scenario name

  • scenario_description – The scenario description

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([shock_size, ...])

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()