derivitec.risk_engine.types.JumpToDefaultScenario

class derivitec.risk_engine.types.JumpToDefaultScenario(recovery_rates_by_issuer_identifier=None, scenario_name=None, scenario_description=None)[source]
__init__(recovery_rates_by_issuer_identifier=None, scenario_name=None, scenario_description=None)[source]
Parameters:

  • recovery_rates_by_issuer_identifier – The recovery rates by issuer identifier

  • scenario_name – The scenario name

  • scenario_description – The scenario description

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([...])

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()