derivitec.tradables.types.EqVolatilityKnockoutOption

class derivitec.tradables.types.EqVolatilityKnockoutOption(identifier=None, underlyer=None, currency=None, calendar_name=None, option_claim_type=None, floor_level=None, cap_level=None, strike=None, annualisation_factor=None, expiration_date=None, include_dividend_jumps=None, initial_date=None, settlement_delay=None, tenor=None, vol_barrier=None, vol_strike=None, rebate=None, return_lag=1, knockin_level=-1, knockin_barrier_type=BarrierType.NULL, **kwargs)

__init__(identifier=None, underlyer=None, currency=None, calendar_name=None, option_claim_type=None, floor_level=None, cap_level=None, strike=None, annualisation_factor=None, expiration_date=None, include_dividend_jumps=None, initial_date=None, settlement_delay=None, tenor=None, vol_barrier=None, vol_strike=None, rebate=None, return_lag=1, knockin_level=-1, knockin_barrier_type=BarrierType.NULL, **kwargs)

Parameters:

• identifier – The security identifier

• underlyer – The underlyer

• currency – The currency

• calendar – The calendar

• option_claim_type – The claim type

• floor_level – The floor level

• cap_level – The cap level

• strike – The strike

• annualisation_factor – The annualisation factor

• expiration_date – The expiration date

• include_dividend_jumps – The include dividend jumps

• initial_fixing_date – The initial fixing date

• settlement_delay – The settlement delay

• tenor – The tenor

• vol_barrier – The barrier

• rebate – The rebate

• knockin_level – The knockin_level

• knockin_barrier_type – The knockin_barrier_type

Methods

IsKeyValuePairListType(key_class_instance, ...)
__init__([identifier, underlyer, currency, ...])
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()