derivitec.tradables.types.EqFVA

class derivitec.tradables.types.EqFVA(identifier=None, underlyer=None, currency=None, expiration_date=None, premium_determination_date=None, benchmark_volatility=None, calendar=None, settlement_lag=None, claim_type=None, strike_type=None, strike=None, benchmark_premium_payment_date=None, benchmark_rate=None, benchmark_growth=None, **kwargs)[source]
__init__(identifier=None, underlyer=None, currency=None, expiration_date=None, premium_determination_date=None, benchmark_volatility=None, calendar=None, settlement_lag=None, claim_type=None, strike_type=None, strike=None, benchmark_premium_payment_date=None, benchmark_rate=None, benchmark_growth=None, **kwargs)[source]
Parameters:

  • identifier – The security identifier

  • underlyer – The underlyer

  • currency – The currency

  • expiration_date – The expiration date

  • premium_determination_date – The premium determination date

  • benchmark_volatility – The benchmark volatility

  • calendar – The calendar

  • settlement_lag – The settlement lag

  • claim_type – The claim type

  • strike_type – The strike type

  • strike – The strike

  • benchmark_premium_payment_date – The premium payment date

  • benchmark_rate – The benchmark rate

  • benchmark_growth – The benchmark growth

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([identifier, underlyer, 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()