derivitec.risk_engine.types.VolShockFuncBetaAdj¶
- class derivitec.risk_engine.types.VolShockFuncBetaAdj(vol_beta_func=None, maturity_beta_func=None)[source]¶
- __init__(vol_beta_func=None, maturity_beta_func=None)[source]¶
- Parameters:
vol_beta_func – The vol_beta_func
maturity_beta_func – The maturity_beta_func
Methods
IsKeyValuePairListType(key_class_instance, ...)__init__([vol_beta_func, maturity_beta_func])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()