derivitec.risk_engine.types.Npv

class derivitec.risk_engine.types.Npv(risk_measure_id_stored=None, return_futures_price=False, return_percent_price=False, use_contract_currency=False, return_futures_value=False)[source]
__init__(risk_measure_id_stored=None, return_futures_price=False, return_percent_price=False, use_contract_currency=False, return_futures_value=False)[source]
Parameters:

  • risk_measure_id_stored – The risk measure id stored

  • return_futures_price – If true the measure returns the futures price instead of NPV for all futures contracts

  • return_percent_price – If true the measure returns 100 * Price / Notional for all contracts

  • use_contract_currency – If true the measure uses the contract currency instead of the report currency for calculations

  • return_futures_value – If true the measure returns the futures value instead of NPV for all futures contracts

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([risk_measure_id_stored, ...])

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()