derivitec.tradables.types.EqBasketOption

class derivitec.tradables.types.EqBasketOption(identifier=None, equity_identifiers=None, basket_name=None, currency=None, quantities=None, divisor=None, strike=None, basket_averaging_type=None, option_claim_type=None, expiration_date=None, calendar=None, settlement_lag=None, weights=None, initial_fixings=None, initial_fx_rates=None, is_quanto=None, is_compo=None, is_dispersion=None, premium_paid_upfront=None, traded_price=None, **kwargs)

__init__(identifier=None, equity_identifiers=None, basket_name=None, currency=None, quantities=None, divisor=None, strike=None, basket_averaging_type=None, option_claim_type=None, expiration_date=None, calendar=None, settlement_lag=None, weights=None, initial_fixings=None, initial_fx_rates=None, is_quanto=None, is_compo=None, is_dispersion=None, premium_paid_upfront=None, traded_price=None, **kwargs)

Parameters:

• identifier – The security identifier

• equity_identifiers – The equity assets

• basket_name – The basket name

• currency – The currency

• quantities – The quantities

• divisor – The divisor

• strike – The strike

• basket_averaging_type – The basket averaging type

• option_claim_type – The option claim type

• expiration_date – The expiration date

• calendar – The calendar

• settlement_lag – The settlement lag

• weights – The weights

• initial_fixings – The initial fixings

• initial_fx_rates – The initial fx rates

• is_quanto – The Is Quanto flag

• is_compo – The Is Compo flag

• is_dispersion – The Is Dispersion flag

• premium_paid_upfront – The premium paid up front flag

• traded_price – The traded price

Methods

IsKeyValuePairListType(key_class_instance, ...)
__init__([identifier, equity_identifiers, ...])
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()