derivitec.risk_engine.types.VolShockFuncShocksByStrike

class derivitec.risk_engine.types.VolShockFuncShocksByStrike(shock_by_strike_func=None, maturity_beta_func=None, strike_func_expects_delta=None, use_proportional_shocks=None)[source]
__init__(shock_by_strike_func=None, maturity_beta_func=None, strike_func_expects_delta=None, use_proportional_shocks=None)[source]
Parameters:

  • shock_by_strike_func – The shock_by_strike_func

  • maturity_beta_func – The maturity_beta_func

  • strike_func_expects_delta – The strike_func_expects_delta

  • use_proportional_shocks – The use_proportional_shocks

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([shock_by_strike_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()