derivitec.tradables.types.EqConditionalCorridorVarianceSwap

class derivitec.tradables.types.EqConditionalCorridorVarianceSwap(identifier=None, currency=None, expiration_date=None, equity_identifiers=None, variance_asset_index=None, vol_strike=None, vol_cap=None, initial_date=None, fixing_dates=None, period_str=None, annualisation_factor=None, settlement_lag=None, calendar_name=None, include_dividend_jumps=None, corridor_asset_index=None, lower_corridor_barrier=None, upper_corridor_barrier=None, corridor_type=None, is_normalised=None, knockout_barrier=None, knockout_barrier_type=None, knockout_asset_index=None, variance_asset_idx=None, corridor_asset_idx=None, knockout_asset_idx=None, upper_barrier=None, lower_barrier=None, tenor=None, **kwargs)

__init__(identifier=None, currency=None, expiration_date=None, equity_identifiers=None, variance_asset_index=None, vol_strike=None, vol_cap=None, initial_date=None, fixing_dates=None, period_str=None, annualisation_factor=None, settlement_lag=None, calendar_name=None, include_dividend_jumps=None, corridor_asset_index=None, lower_corridor_barrier=None, upper_corridor_barrier=None, corridor_type=None, is_normalised=None, knockout_barrier=None, knockout_barrier_type=None, knockout_asset_index=None, variance_asset_idx=None, corridor_asset_idx=None, knockout_asset_idx=None, upper_barrier=None, lower_barrier=None, tenor=None, **kwargs)

Parameters:

• identifier – The security identifier

• currency – The currency

• expiration_date – The expiration date

• equity_identifiers – The equity assets

• variance_asset_idx – The variance asset index

• vol_strike – The vol strike

• vol_cap – The vol cap

• initial_date – The initial fixing date

• fixing_dates – The fixing dates

• period_str – The period string

• annualisation_factor – The annualisation factor

• settlement_lag – The settlement lag

• calendar_name – The calendar name

• include_dividend_jumps – The include dividend jumps flag

• corridor_asset_idx – The corridor asset index

• lower_corridor_barrier – The lower corridor barrier

• upper_corridor_barrier – The upper corridor barrier

• corridor_type – The corridor type

• is_normalised – The is normalised flag

Methods

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