derivitec.tradables.types.Ascot

class derivitec.tradables.types.Ascot(asset_swap_spread=None, bond_identifier=None, business_day_convention=None, calendar_name=None, coupon_rate=None, day_count_convention=None, end_stub=None, end_to_end=None, expiration_date=None, identifier=None, payment_lag=None, period_str=None, rate_asset_name=None, roll_date=None, start_date=None, start_stub=None, **kwargs)

__init__(asset_swap_spread=None, bond_identifier=None, business_day_convention=None, calendar_name=None, coupon_rate=None, day_count_convention=None, end_stub=None, end_to_end=None, expiration_date=None, identifier=None, payment_lag=None, period_str=None, rate_asset_name=None, roll_date=None, start_date=None, start_stub=None, **kwargs)

Parameters:

• asset_swap_spread – The asset swap spread

• bond_identifier – The bond identifier

• business_day_convention – The business day convention

• calendar_name – The calendar name

• coupon_rate – The coupon rate

• day_count_convention – The day count convention

• end_stub – The end stub

• end_to_end – The end to end

• expiration_date – The expiration date

• identifier – The security identifier

• payment_lag – The payment lag

• period_str – The period str

• rate_asset_name – The rate asset name

• roll_date – The roll date

• start_date – The start date

• start_stub – The start stub

Methods

IsKeyValuePairListType(key_class_instance, ...)
__init__([asset_swap_spread, ...])
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()