derivitec.tradables.types.EqOutperformanceOption

class derivitec.tradables.types.EqOutperformanceOption(identifier=None, calendar=None, claim_type=None, currency=None, expiration_date=None, settlement_lag=None, strike=None, first_equity_identifier=None, second_equity_identifier=None, initial_fixings=None, start_date=None, is_compo=None, is_quanto=None, **kwargs)[source]
__init__(identifier=None, calendar=None, claim_type=None, currency=None, expiration_date=None, settlement_lag=None, strike=None, first_equity_identifier=None, second_equity_identifier=None, initial_fixings=None, start_date=None, is_compo=None, is_quanto=None, **kwargs)[source]
Parameters:
  • identifier – The security identifier

  • calendar – The calendar

  • claim_type – The claim type

  • currency – The currency

  • expiration_date – The expiration date

  • settlement_lag – The settlement lag

  • strike – The strike

  • first_equity_identifier – The first asset

  • second_equity_identifier – The second asset

  • initial_fixings – The initial fixings

  • is_compo – The is compo flag

  • is_quanto – The is quanto flag

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([identifier, calendar, claim_type, ...])

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()