derivitec.risk_engine.types.PriceHistory

class derivitec.risk_engine.types.PriceHistory(observation_dates=None, final_prices=None, final_prices_valid=None, initial_price=None, initial_price_valid=None, message=None)[source]
__init__(observation_dates=None, final_prices=None, final_prices_valid=None, initial_price=None, initial_price_valid=None, message=None)[source]
Parameters:

  • observation_dates – The observation dates

  • final_prices – The final prices

  • final_prices_valid – The final prices valid

  • initial_price – The initial price

  • initial_price_valid – The initial price valid

  • message – The message

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([observation_dates, final_prices, ...])

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()