derivitec.tradables.types.EqAutocallableWorstOfOption

class derivitec.tradables.types.EqAutocallableWorstOfOption(identifier=None, basket_name=None, currency=None, equity_identifiers=None, initial_fixings=None, weights=None, benchmark_asset_index=None, knockout_performance_type=None, knockout_barrier_type=None, strike_performance_type=None, is_worst_of=None, is_knock_asset=None, knockin_level=None, redemption_rate=None, strike=None, option_claim_type=None, option_settlement_type=None, payment_lag=None, settlement_lag=None, calendar=None, expiration_date=None, start_date=None, period_str=None, knockout_determination_dates=None, knockout_barrier_levels=None, early_redemption_rates=None, coupon_frequency=None, coupon_end_dates=None, coupon_rates=None, coupon_barrier_levels=None, minimum_coupon_rates=None, is_annualised_coupon=None, coupon_rate=None, next_coupon_index=None, knockout_barrier_shifts=None, coupon_barrier_shifts=None, knockin_barrier_shift=None, memory_coupon=None, **kwargs)[source]
__init__(identifier=None, basket_name=None, currency=None, equity_identifiers=None, initial_fixings=None, weights=None, benchmark_asset_index=None, knockout_performance_type=None, knockout_barrier_type=None, strike_performance_type=None, is_worst_of=None, is_knock_asset=None, knockin_level=None, redemption_rate=None, strike=None, option_claim_type=None, option_settlement_type=None, payment_lag=None, settlement_lag=None, calendar=None, expiration_date=None, start_date=None, period_str=None, knockout_determination_dates=None, knockout_barrier_levels=None, early_redemption_rates=None, coupon_frequency=None, coupon_end_dates=None, coupon_rates=None, coupon_barrier_levels=None, minimum_coupon_rates=None, is_annualised_coupon=None, coupon_rate=None, next_coupon_index=None, knockout_barrier_shifts=None, coupon_barrier_shifts=None, knockin_barrier_shift=None, memory_coupon=None, **kwargs)[source]
Parameters:

  • identifier – The security identifier

  • basket_name – The basket name

  • currency – The currency

  • equity_identifiers – The equity assets

  • initial_fixings – The initial fixings

  • is_worst_of – The is worst of flag

  • is_knock_asset – The is knock asset flag

  • knockin_level – The knockin level

  • redemption_rate – The redemption rate

  • strike – The strike

  • option_claim_type – The option claim type

  • option_settlement_type – The option settlement type

  • payment_lag – The payment lag

  • settlement_lag – The settlement lag

  • calendar – The calendar

  • expiration_date – The expiration date

  • start_date – The start date

  • period_str – The knockout frequency

  • knockout_determination_dates – The knockout determination dates

  • knockout_barrier_levels – The knockout barrier levels

  • early_redemption_rates – The early redemption rates

  • coupon_frequency – The coupon frequency

  • coupon_end_dates – The coupon end dates

  • coupon_rates – The coupon rates

  • coupon_barrier_levels – The coupon barrier levels

  • is_annualised_coupon – The is annualised coupon flag

  • coupon_rate – The coupon rate

  • next_coupon_index – The next coupon index

  • knockout_barrier_shifts – The knockout barrier shifts

  • coupon_barrier_shifts – The coupon barrier shifts

  • knockin_barrier_shift – The knockin barrier shift

  • memory_coupon – The memory coupon flag

Methods

IsKeyValuePairListType(key_class_instance, ...)

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

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()