derivitec.tradables.types.BondFuture

class derivitec.tradables.types.BondFuture(bond_issuer=None, conversion_factors=None, currency=None, eligible_bonds=None, expiration_date=None, future_quotation_style='ByPrice', future_settlement_type='Physical', identifier=None, notional_bond=None, traded_price=None, **kwargs)[source]
__init__(bond_issuer=None, conversion_factors=None, currency=None, eligible_bonds=None, expiration_date=None, future_quotation_style='ByPrice', future_settlement_type='Physical', identifier=None, notional_bond=None, traded_price=None, **kwargs)[source]
Parameters:

  • bond_issuer – The bond issuer

  • conversion_factors – The conversion factors

  • currency – The currency

  • eligible_bonds – The eligible bonds

  • expiration_date – The expiration date

  • future_quotation_style – ByPrice or ByYield

  • future_settlement_type – Physical or Cash

  • identifier – The security identifier

  • notional_bond – The notional bond (only required for cash-settled bond futures)

  • traded_price – The traded price

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([bond_issuer, conversion_factors, ...])

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()