derivitec.risk_engine.types.VarResult

class derivitec.risk_engine.types.VarResult(price_histories_by_tradable_id=None, scenario_price_histories_by_tradable_id=None)[source]
__init__(price_histories_by_tradable_id=None, scenario_price_histories_by_tradable_id=None)[source]
Parameters:
  • price_histories_by_tradable_id – The price histories by tradable id

  • scenario_price_histories_by_tradable_id – The scenario price histories by tradable id

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([price_histories_by_tradable_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()