derivitec.tradables.types.EqFVASwaption

class derivitec.tradables.types.EqFVASwaption(identifier=None, underlyer=None, currency=None, expiration_date=None, swaption_claim_type=None, claim_type=None, premium_determination_date=None, benchmark_growth=None, benchmark_rate=None, benchmark_vol=None, calendar_name=None, settlement_lag=None, strike=None, benchmark_premium_payment_date=None, **kwargs)

__init__(identifier=None, underlyer=None, currency=None, expiration_date=None, swaption_claim_type=None, claim_type=None, premium_determination_date=None, benchmark_growth=None, benchmark_rate=None, benchmark_vol=None, calendar_name=None, settlement_lag=None, strike=None, benchmark_premium_payment_date=None, **kwargs)

Parameters:

• identifier – The security identifier

• underlyer – The underlyer

• currency – The currency

• expiration_date – The expiration date

• swaption_claim_type – The swaption claim type

• premium_determination_date – The premium determination date

• benchmark_growth – The benchmark growth

• benchmark_rate – The benchmark rate

• benchmark_volatility – The benchmark volatility

• calendar_name – The calendar name

• settlement_lag – The settlement lag

• claim_type – The claim type

• strike – The strike

• premium_payment_date – The premium payment date

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()