derivitec.tradables.types.EqVarianceSwap

class derivitec.tradables.types.EqVarianceSwap(annualisation_factor=None, calendar_name=None, currency=None, expiration_date=None, identifier=None, include_dividend_jumps=None, initial_date=None, return_lag=1, settlement_delay=None, tenor=None, underlyer=None, vol_strike=None, cap_level=None, knockin_barrier_type=BarrierType.NULL, knockin_observation_type=None, knockin_barrier=None, knockin_upper_barrier=None, knockin_payoff_type=None, is_normalised=True, knockout_barrier=None, knockout_barrier_type=BarrierType.NULL, **kwargs)

__init__(annualisation_factor=None, calendar_name=None, currency=None, expiration_date=None, identifier=None, include_dividend_jumps=None, initial_date=None, return_lag=1, settlement_delay=None, tenor=None, underlyer=None, vol_strike=None, cap_level=None, knockin_barrier_type=BarrierType.NULL, knockin_observation_type=None, knockin_barrier=None, knockin_upper_barrier=None, knockin_payoff_type=None, is_normalised=True, knockout_barrier=None, knockout_barrier_type=BarrierType.NULL, **kwargs)

Parameters:

• annualisation_factor – The annualisation factor

• calendar_name – The calendar name

• currency – The currency

• expiration_date – The expiration date

• identifier – The security identifier

• include_dividend_jumps – The include dividend jumps

• initial_date – The initial date

• return_lag – The return lag

• settlement_delay – The settlement delay

• tenor – The tenor

• underlyer – The underlyer

• vol_strike – The vol strike

• knockin_barrier_type – The knockin_barrier_type

• knockin_observation_type – The knockin_observation_type

• knockin_barrier – The knockin_barrier

• knockin_upper_barrier – The knockin_upper_barrier

• knockin_payoff_type – The knockin_payoff_type

• is_normalised – The is_normalised

• knockout_barrier – The knockout_barrier

• knockout_barrier_type – The knockout_barrier_type

Methods

IsKeyValuePairListType(key_class_instance, ...)
__init__([annualisation_factor, ...])
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()