derivitec.tradables.types.EqDivDualDigitalOption

class derivitec.tradables.types.EqDivDualDigitalOption(currency=None, expiration_date=None, identifier=None, option_claim_type=None, strike=None, dividend_future=None, equity_asset=None, lower_barrier=None, upper_barrier=None, **kwargs)[source]

Dividend option conditional on a separate equity’s level at expiry.

Uses EqDividendOption.ClaimType values (DigitalCall=3, DigitalPut=4).

__init__(currency=None, expiration_date=None, identifier=None, option_claim_type=None, strike=None, dividend_future=None, equity_asset=None, lower_barrier=None, upper_barrier=None, **kwargs)[source]
Parameters:

  • currency – Contract currency code, e.g. USD.

  • expiration_date – Option expiry as a datetime, serialized in UTC.

  • identifier – Optional caller-supplied contract identifier.

  • option_claim_type – Dividend payoff claim from ClaimType.

  • strike – Dividend strike in the underlying future’s quotation units.

  • dividend_future – EqDividendFutureByCode identifying the dividend future.

  • equity_asset – InstrumentIdentifier for the equity barrier underlying.

  • lower_barrier – Lower equity level in spot quotation units; None omits it.

  • upper_barrier – Upper equity level in spot quotation units; None omits it.

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([currency, expiration_date, ...])

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()