derivitec.risk_engine.types.RiskResult¶
- class derivitec.risk_engine.types.RiskResult(bond_issuer=None, commodity_id=None, contract=None, currency=None, curve_name=None, equity_asset=None, error_message=None, fx_pair=None, measure_id=None, rate_asset_id=None, scenario_key=None, tenor=None, tradable_id=None, unit_value=None, unit_value_currency=None, unit_value_is_valid=None)[source]¶
- __init__(bond_issuer=None, commodity_id=None, contract=None, currency=None, curve_name=None, equity_asset=None, error_message=None, fx_pair=None, measure_id=None, rate_asset_id=None, scenario_key=None, tenor=None, tradable_id=None, unit_value=None, unit_value_currency=None, unit_value_is_valid=None)[source]¶
- Parameters:
bond_issuer – The bond issuer
commodity_id – The commodity id
contract – The contract
currency – The currency
curve_name – The curve name
equity_asset – The equity asset
error_message – The error message
fx_pair – The fx pair
measure_id – The risk measure id
rate_asset_id – The rate asset id
scenario_key – The scenario key
tenor – The tenor
tradable_id – The tradable id
unit_value – The unit value
unit_value_currency – The unit value currency
unit_value_is_valid – The unit value is valid
Methods
IsKeyValuePairListType(key_class_instance, ...)__init__([bond_issuer, commodity_id, ...])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()