derivitec.tradables.types.FxBarrierMA

class derivitec.tradables.types.FxBarrierMA(identifier=None, fx_pairs=None, basket_name=None, currency=None, start_date=None, expiration_date=None, barrier_start_date=None, barrier_end_date=None, settlement_date=None, upper_barrier_levels=None, lower_barrier_levels=None, vol_barrier_levels=None, cutoff=None, option_knock_type=None, option_vol_knock_type=None, strikes=None, claim_types=None, calendar_name=None, is_worst_knock=None, period_str=None, annualisation_factor=None, include_mean_adjustment=None, **kwargs)[source]
__init__(identifier=None, fx_pairs=None, basket_name=None, currency=None, start_date=None, expiration_date=None, barrier_start_date=None, barrier_end_date=None, settlement_date=None, upper_barrier_levels=None, lower_barrier_levels=None, vol_barrier_levels=None, cutoff=None, option_knock_type=None, option_vol_knock_type=None, strikes=None, claim_types=None, calendar_name=None, is_worst_knock=None, period_str=None, annualisation_factor=None, include_mean_adjustment=None, **kwargs)[source]
Parameters:

  • identifier – The security identifier

  • fx_pairs – The fx pairs

  • basket_name – The basket name

  • currency – The currency

  • start_date – The start date

  • expiration_date – The expiration date

  • barrier_start_date – The barrier start date

  • barrier_end_date – The barrier end date

  • settlement_date – The settlement date

  • upper_barrier_levels – The upper barriers

  • lower_barrier_levels – The lower barriers

  • vol_barrier_levels – The vol barriers

  • cutoff – The cutoff

  • option_knock_type – The option knock type

  • option_vol_knock_type – The option vol knock type

  • strikes – The strikes

  • claim_types – The claim types

  • calendar_name – The calendar name

  • is_worst_knock – The is worst knock flag

  • period_str – The period str

  • annualisation_factor – The annualisation factor

  • include_mean_adjustment – The include mean adjustment

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([identifier, fx_pairs, ...])

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()