derivitec.tradables.types.ConvertibleBond

class derivitec.tradables.types.ConvertibleBond(asset_currency=None, asset_identifier=None, 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, callable_conversion_condition=None, conversion_condition=None, coupon_frequency=None, coupon_rate=None, coupon_type=None, currency=None, dated_date=None, day_count_convention=None, dilution_conversion_condition=None, dividend_protection_conversion_condition=None, is_exchangeable=None, end_to_end=None, expiration_date=None, first_coupon_date=None, identifier=None, issuer=None, mandatory_conversion_condition=None, maturity_date=None, penultimate_coupon_date=None, puttable_conversion_condition=None, roll_date=None, settlement_lag=None, redemption_rate=None, debt_type=None, issuer_id=None, **kwargs)

__init__(asset_currency=None, asset_identifier=None, 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, callable_conversion_condition=None, conversion_condition=None, coupon_frequency=None, coupon_rate=None, coupon_type=None, currency=None, dated_date=None, day_count_convention=None, dilution_conversion_condition=None, dividend_protection_conversion_condition=None, is_exchangeable=None, end_to_end=None, expiration_date=None, first_coupon_date=None, identifier=None, issuer=None, mandatory_conversion_condition=None, maturity_date=None, penultimate_coupon_date=None, puttable_conversion_condition=None, roll_date=None, settlement_lag=None, redemption_rate=None, debt_type=None, issuer_id=None, **kwargs)

Parameters:

• asset_currency – The asset currency

• asset_identifier – The asset identifier

• 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

• callable_conversion_condition – The callable conversion condition

• conversion_condition – The conversion condition

• 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

• dilution_conversion_condition – The dilution conversion condition

• dividend_protection_conversion_condition – The dividend protection conversion condition

• identifier – The security identifier

:param is_exchangeable : The is exchangeable flag :param end_to_end: The end to end :param expiration_date: The expiration date :param first_coupon_date: The first coupon date :param issuer: The issuer :param mandatory_conversion_condition: The mandatory conversion condition :param maturity_date: The maturity date :param penultimate_coupon_date: The penultimate coupon date :param puttable_conversion_condition: The puttable conversion condition :param roll_date: The roll date :param settlement_lag: The settlement lag

Methods

IsKeyValuePairListType(key_class_instance, ...)
__init__([asset_currency, asset_identifier, ...])
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()