derivitec.tradables.types.EqSwap

class derivitec.tradables.types.EqSwap(applied_tax_rate=None, business_day_convention=None, currency=None, compo_currency=None, div_payment=None, div_payment_style=None, end_stub=None, end_to_end=None, eq_swap_valuation_type=None, equity_asset=None, expiration_date=None, identifier=None, initial_fixing_date=None, is_perpetual=None, is_quanto=None, is_compo=None, payment_calendar_name=None, payment_lag=None, rate_asset_name=None, reset_type=None, return_type=None, roll_date=None, spread=None, start_stub=None, swap_reset_type=None, swap_return_type=None, tenor=None, valuation_type=None, **kwargs)[source]
__init__(applied_tax_rate=None, business_day_convention=None, currency=None, compo_currency=None, div_payment=None, div_payment_style=None, end_stub=None, end_to_end=None, eq_swap_valuation_type=None, equity_asset=None, expiration_date=None, identifier=None, initial_fixing_date=None, is_perpetual=None, is_quanto=None, is_compo=None, payment_calendar_name=None, payment_lag=None, rate_asset_name=None, reset_type=None, return_type=None, roll_date=None, spread=None, start_stub=None, swap_reset_type=None, swap_return_type=None, tenor=None, valuation_type=None, **kwargs)[source]
Parameters:

  • applied_tax_rate – The applied tax rate

  • business_day_convention – The business day convention

  • currency – The currency

  • compo_currency – The compo currency

  • div_payment – The div payment

  • div_payment_style – The div payment style

  • end_stub – The end stub

  • end_to_end – The end to end

  • eq_swap_valuation_type – The eq swap valuation type

  • equity_asset – The equity asset

  • expiration_date – The expiration date

  • identifier – The security identifier

  • initial_fixing_date – The initial fixing date

  • is_perpetual – The is perpetual

  • is_quanto – The is quanto flag

  • is_compo – The is compo flag

  • payment_calendar_name – The payment calendar name

  • payment_lag – The payment lag

  • rate_asset_name – The rate asset name

  • reset_type – The reset type

  • return_type – The return type

  • roll_date – The roll date

  • spread – The spread

  • start_stub – The start stub

  • swap_reset_type – The swap reset type

  • swap_return_type – The swap return type

  • tenor – The tenor

  • valuation_type – The valuation type

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([applied_tax_rate, ...])

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()