derivitec.tradables.types.EqBestOfOption

class derivitec.tradables.types.EqBestOfOption(identifier=None, calendar=None, claim_type=None, currency=None, expiration_date=None, start_date=None, settlement_lag=None, strike=None, is_best_of=None, ranking=None, basket_name=None, equity_identifiers=None, initial_fixings=None, is_quanto=None, **kwargs)[source]
__init__(identifier=None, calendar=None, claim_type=None, currency=None, expiration_date=None, start_date=None, settlement_lag=None, strike=None, is_best_of=None, ranking=None, basket_name=None, equity_identifiers=None, initial_fixings=None, is_quanto=None, **kwargs)[source]
Parameters:
  • identifier – The security identifier

  • calendar – The calendar

  • currency – The currency

  • expiration_date – The expiration date

  • start_date – The start date

  • settlement_lag – The settlement lag

  • strike – The strike

  • is_best_of – The is best of flag

  • ranking – The ranking

  • basket_name – The basket name

  • equity_identifiers – The equity assets

  • initial_fixings – The initial fixings

  • is_quanto – The is quanto flag

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([identifier, calendar, claim_type, ...])

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()