derivitec.risk_engine.types.EqVolIndexVolSurfaceScenario

class derivitec.risk_engine.types.EqVolIndexVolSurfaceScenario(global_shock=None, shocks_by_vol_index=None, scenario_name=None, scenario_description=None)[source]
__init__(global_shock=None, shocks_by_vol_index=None, scenario_name=None, scenario_description=None)[source]
Parameters:

  • global_shock – The global shock of type EqVolIndexVolSurfaceBump

  • shocks_by_vol_index – The shocks by vol index of type Dict<InstrumentIdentifier, EqVolIndexVolSurfaceBump>

  • scenario_name – The scenario name

  • scenario_description – The scenario description

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([global_shock, ...])

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()