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()