derivitec.tradables.types.Bond

class derivitec.tradables.types.Bond(bond_identifier=None, par_value=None, bond_coupon_frequency=None, bond_coupon_type=None, bond_day_count_convention=None, business_day_convention=None, calendar=None, coupon_frequency=None, coupon_rate=None, coupon_type=None, currency=None, dated_date=None, day_count_convention=None, end_to_end=None, expiration_date=None, first_coupon_date=None, identifier=None, issuer=None, maturity_date=None, penultimate_coupon_date=None, roll_date=None, settlement_lag=None, redemption_rate=None, bond_call_provision=None, bond_put_provision=None, debt_type=None, issuer_id=None, **kwargs)[source]
__init__(bond_identifier=None, par_value=None, bond_coupon_frequency=None, bond_coupon_type=None, bond_day_count_convention=None, business_day_convention=None, calendar=None, coupon_frequency=None, coupon_rate=None, coupon_type=None, currency=None, dated_date=None, day_count_convention=None, end_to_end=None, expiration_date=None, first_coupon_date=None, identifier=None, issuer=None, maturity_date=None, penultimate_coupon_date=None, roll_date=None, settlement_lag=None, redemption_rate=None, bond_call_provision=None, bond_put_provision=None, debt_type=None, issuer_id=None, **kwargs)[source]
Parameters:

  • bond_coupon_frequency – The bond coupon frequency

  • bond_coupon_type – The bond coupon type

  • bond_day_count_convention – The bond day count convention

  • business_day_convention – The business day convention

  • calendar – The calendar

  • coupon_frequency – The coupon frequency

  • coupon_rate – The coupon rate

  • coupon_type – The coupon type

  • currency – The currency

  • dated_date – The dated date

  • day_count_convention – The day count convention

  • end_to_end – The end to end

  • expiration_date – The expiration date

  • first_coupon_date – The first coupon date

  • identifier – The security identifier

  • issuer – The issuer

  • maturity_date – The maturity date

  • penultimate_coupon_date – The penultimate coupon date

  • roll_date – The roll date

  • settlement_lag – The settlement lag

  • redemption_rate – The redemption rate

  • bond_coupons – The bond coupons

  • debt_type – The debt type (seniority)

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([bond_identifier, par_value, ...])

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()