derivitec.risk_engine.types.ScenarioImpact

class derivitec.risk_engine.types.ScenarioImpact(calculate_price_changes=True, risk_measure_id_stored=None, scale_factor=1.0, scenario=None)[source]
__init__(calculate_price_changes=True, risk_measure_id_stored=None, scale_factor=1.0, scenario=None)[source]
Parameters:

  • calculate_price_changes – If true the measure calculates PNLs, otherwise NPVs

  • risk_measure_id_stored – The risk measure id stored

  • scale_factor – This scale factor is applied to the end result

  • scenario – The scenario whose PNL or NPV impact we want to calculate

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([calculate_price_changes, ...])

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()