derivitec.risk_engine.types.EqVolSurfaceScenario

class derivitec.risk_engine.types.EqVolSurfaceScenario(global_shock=None, shocks_by_asset=None, shock_equity_vol_indicies=False, scenario_name=None, scenario_description=None)[source]
__init__(global_shock=None, shocks_by_asset=None, shock_equity_vol_indicies=False, scenario_name=None, scenario_description=None)[source]
Parameters:

  • global_shock – The global shock of type EqVolSurfaceBump

  • shocks_by_asset – The shocks by asset of type Dict<InstrumentIdentifier, EqVolSurfaceBump>

  • shock_equity_vol_indicies – The shock equity vol indicies flag

  • scenario_name – The scenario name

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([global_shock, shocks_by_asset, ...])

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()