derivitec.tradables.types.FxAccumulator

class derivitec.tradables.types.FxAccumulator(identifier=None, fx_pair=None, currency=None, expiration_date=None, is_accumulator=None, cutoff=None, business_day_convention=None, calendar_id=None, schedule_start_date=None, schedule_end_date=None, schedule_roll_date=None, fixing_dates=None, period_str=None, start_stub=None, end_stub=None, end_to_end=None, strikes=None, leveraging_factors=None, settlement_lag=None, settlement_type=None, barrier_start_date=None, knockout_barrier_levels=None, call_barrier_levels=None, put_barrier_levels=None, call_barrier_type=None, put_barrier_type=None, notionals=None, notional_currency=None, **kwargs)[source]
__init__(identifier=None, fx_pair=None, currency=None, expiration_date=None, is_accumulator=None, cutoff=None, business_day_convention=None, calendar_id=None, schedule_start_date=None, schedule_end_date=None, schedule_roll_date=None, fixing_dates=None, period_str=None, start_stub=None, end_stub=None, end_to_end=None, strikes=None, leveraging_factors=None, settlement_lag=None, settlement_type=None, barrier_start_date=None, knockout_barrier_levels=None, call_barrier_levels=None, put_barrier_levels=None, call_barrier_type=None, put_barrier_type=None, notionals=None, notional_currency=None, **kwargs)[source]
Parameters:

  • identifier – The security identifier

  • fx_pair – The fx pair

  • is_accumulator – The is accumulator flag

  • cutoff – The curoff

  • business_day_convention – The business day convention

  • calendar_id – The calendar id

  • schedule_start_date – The schedule start date

  • schedule_end_date – The schedule end date

  • schedule_foll_date – The schedule foll date

  • fixing_dates – The fixing dates

  • period_str – The period str

  • start_stub – The start stub

  • end_stub – The end stub

  • end_to_end – The end to end

  • strikes – The strikes

  • leveraging_factors – The leveraging factors

  • settlement_lag – The settlement lag

  • settlement_type – The settlement type

  • barrier_start_date – The barrier start date

  • knockout_barrier_levels – The knockout barrier levels

  • call_barrier_levels – The call barrier levels

  • put_barrier_levels – The put barrier levels

  • call_barrier_type – The call barrier type

  • put_barrier_type – The put barrier type

  • notionals – The notionals

  • notional_currency – The notional currency

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([identifier, fx_pair, 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()