derivitec.risk_engine.types.FxSpotScenario

class derivitec.risk_engine.types.FxSpotScenario(currency=None, scenario_description=None, scenario_name=None, shock_size=None, vol_surface_spot_model=SpotModel.StickyDelta)[source]
__init__(currency=None, scenario_description=None, scenario_name=None, shock_size=None, vol_surface_spot_model=SpotModel.StickyDelta)[source]
Parameters:

  • currency – The currency

  • scenario_description – The scenario description

  • scenario_name – The scenario name

  • shock_size – The shock size

  • vol_surface_spot_model – The vol surface spot model

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([currency, scenario_description, ...])

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()