derivitec.tradables.types.EqBarrierMA

class derivitec.tradables.types.EqBarrierMA(identifier=None, calendar_name=None, currency=None, expiration_date=None, barrier_start_date=None, barrier_end_date=None, settlement_lag=None, basket_name=None, equity_identifiers=None, upper_barrier_levels=None, lower_barrier_levels=None, option_knock_type=None, strikes=None, claim_types=None, fx_pairs=None, fx_upper_barrier_levels=None, fx_lower_barrier_levels=None, fx_strikes=None, **kwargs)[source]
__init__(identifier=None, calendar_name=None, currency=None, expiration_date=None, barrier_start_date=None, barrier_end_date=None, settlement_lag=None, basket_name=None, equity_identifiers=None, upper_barrier_levels=None, lower_barrier_levels=None, option_knock_type=None, strikes=None, claim_types=None, fx_pairs=None, fx_upper_barrier_levels=None, fx_lower_barrier_levels=None, fx_strikes=None, **kwargs)[source]
Parameters:

  • identifier – The security identifier

  • calendar_name – The calendar name

  • currency – The currency

  • expiration_date – The expiration date

  • barrier_start_date – The barrier start date

  • barrier_end_date – The barrier end date

  • settlement_lag – The settlement lag

  • basket_name – The basket name

  • equity_identifiers – The equity identifiers

  • upper_barrier_levels – The upper barriers

  • lower_barrier_levles – The lower barriers

  • option_knock_type – The knock type

  • strikes – The strikes

  • claim_types – The claim types

  • fx_pairs – The fx_pairs

  • fx_upper_barrier_levels – The fx_upper_barrier_levels

  • fx_lower_barrier_levels – The fx_lower_barrier_levels

  • fx_strikes – The fx_strikes

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([identifier, calendar_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()