derivitec.tradables.types.EqVarianceSwapModelParams

class derivitec.tradables.types.EqVarianceSwapModelParams(log_spot_step_size=0.5, max_log_spot=10.0, min_log_spot=-10.0)[source]
__init__(log_spot_step_size=0.5, max_log_spot=10.0, min_log_spot=-10.0)[source]
Parameters:

  • log_spot_step_size – The log_spot_step_size

  • min_log_spot – The min_log_spot

  • max_log_spot – The max_log_spot

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([log_spot_step_size, max_log_spot, ...])

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()