derivitec.tradables.types.EqAccumulator

class derivitec.tradables.types.EqAccumulator(identifier=None, schedule_end_date=None, schedule_start_date=None, payment_frequency=None, business_day_convention=None, strikes=None, leveraging_factors=None, knockout_barrier_levels=None, shares=None, calendar_name=None, option_settlement_type=None, settlement_delay=None, is_accumulator=None, num_guaranteed_periods=None, underlyer=None, currency=None, expiration_date=None, accumulate_shares_on_knockout=None, fixing_dates=None, period_end_dates=None, period_start_dates=None, call_barrier_type=None, call_barrier_levels=None, put_barrier_type=None, put_barrier_levels=None, **kwargs)[source]
__init__(identifier=None, schedule_end_date=None, schedule_start_date=None, payment_frequency=None, business_day_convention=None, strikes=None, leveraging_factors=None, knockout_barrier_levels=None, shares=None, calendar_name=None, option_settlement_type=None, settlement_delay=None, is_accumulator=None, num_guaranteed_periods=None, underlyer=None, currency=None, expiration_date=None, accumulate_shares_on_knockout=None, fixing_dates=None, period_end_dates=None, period_start_dates=None, call_barrier_type=None, call_barrier_levels=None, put_barrier_type=None, put_barrier_levels=None, **kwargs)[source]
Parameters:

  • identifier – The security identifier

  • schedule_end_date – The schedule end date

  • schedule_start_date – The schedule start date

  • payment_frequency – The payment frequency

  • business_day_convention – The business day convention

  • strikes – The strikes

  • leveraging_factors – The leveraging factors

  • knockout_barrier_levels – The knockout barrier levels

  • shares – The shares

  • calendar_name – The calendar name

  • option_settlement_type – The option settlement type

  • settlement_delay – The settlement lag

  • is_accumulator – The is accumulator flag

  • num_guaranteed_periods – The guaranteed periods number

  • underlyer – The underlyer

  • currency – The currency

  • expiration_date – The expiration date

  • accumulate_shares_on_knockout – The accumulate shares on knockout flag

  • fixing_dates – The fixing dates

  • period_end_dates – The period end date

  • period_start_dates – The period start date

  • call_barrier_type – The call barrier type

  • call_barrier_levels – The call barrier levels

  • put_barrier_type – The put barrier type

  • put_barrier_levels – The put barrier levels

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([identifier, schedule_end_date, ...])

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()