derivitec.risk_engine.types.IRShockScenario

class derivitec.risk_engine.types.IRShockScenario(global_shock=None, shocks_by_currency=None, bump_discount_curves=True, bump_bond_yield_curves=True, bump_equity_assets=True, bump_equity_vol_indices=True, bump_rate_assets=True, bump_fx_crosses=True, bump_commodities=True, scenario_description=None, scenario_name=None)[source]
__init__(global_shock=None, shocks_by_currency=None, bump_discount_curves=True, bump_bond_yield_curves=True, bump_equity_assets=True, bump_equity_vol_indices=True, bump_rate_assets=True, bump_fx_crosses=True, bump_commodities=True, scenario_description=None, scenario_name=None)[source]
Parameters:

  • global_shock – The shock for all currencies

  • shocks_by_currency – The shocks by currency

  • bump_discount_curves – The bump discount curve flag

  • bump_bond_yield_curves – The bump bond yield curve flag

  • bump_equity_assets – The bump equity assets flag

  • bump_equity_vol_indices – The bump equity vol indices flag

  • bump_rate_assets – The bump rate assets flag

  • bump_fx_crosses – The bump fx crosses flag

  • bump_commodities – The bump commodities flag

  • scenario_description – The scenario description

  • scenario_name – The scenario name

Methods

IsKeyValuePairListType(key_class_instance, ...)

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

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()