derivitec.risk_engine.types.SpotThetaModel

class derivitec.risk_engine.types.SpotThetaModel(value)

An enumeration.

__init__()

Methods

conjugate	Returns self, the complex conjugate of any int.
bit_length()	Number of bits necessary to represent self in binary.
to_bytes(length, byteorder, *[, signed])	Return an array of bytes representing an integer.
from_bytes(byteorder, *[, signed])	Return the integer represented by the given array of bytes.
as_integer_ratio()	Return integer ratio.

Attributes

real	the real part of a complex number
imag	the imaginary part of a complex number
numerator	the numerator of a rational number in lowest terms
denominator	the denominator of a rational number in lowest terms
Fixed
ForwardCurve