derivitec.tradables.types.EqGeometricVarianceSwap

class derivitec.tradables.types.EqGeometricVarianceSwap(identifier=None, basket_name=None, currency=None, expiration_date=None, equity_identifiers=None, vol_strike=None, vol_cap=None, initial_date=None, fixing_dates=None, period_str=None, annualisation_factor=None, settlement_lag=None, return_lag=1, include_dividend_jumps=None, calendar_name=None, **kwargs)

__init__(identifier=None, basket_name=None, currency=None, expiration_date=None, equity_identifiers=None, vol_strike=None, vol_cap=None, initial_date=None, fixing_dates=None, period_str=None, annualisation_factor=None, settlement_lag=None, return_lag=1, include_dividend_jumps=None, calendar_name=None, **kwargs)

Parameters:

• identifier – The security identifier

• basket_name – The basket name

• currency – The currency

• expiration_date – The expiration date

• equity_identifiers – The equity assets

• vol_strike – The vol strike

• vol_cap – The vol_cap

• initial_date – The initial date

• fixing_dates – The fixing dates

• period_str – The period

• annualisation_factor – The annualisation factor

• settlement_lag – The settlement lag

• return_lag – The return lag

• include_dividend_jumps – The include dividend jumps

• calendar_name – The calendar name

Methods

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