derivitec.tradables.types.CreditIndexSwaption

class derivitec.tradables.types.CreditIndexSwaption(identifier=None, credit_index=None, strike=None, claim_type=None, currency=None, expiration_date=None, is_price_based_strike=None, **kwargs)[source]
__init__(identifier=None, credit_index=None, strike=None, claim_type=None, currency=None, expiration_date=None, is_price_based_strike=None, **kwargs)[source]
Parameters:

  • identifier – The security identifier

  • credit_index – The credit index

  • strike – The strike

  • claim_type – The claim type

  • currency – The currency

  • expiration_date – The expiration date

  • is_price_based_strike – The is price based strike flag

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([identifier, credit_index, strike, ...])

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()