derivitec.tradables.types.FxBasketOption

class derivitec.tradables.types.FxBasketOption(identifier=None, fx_basket_future=None, fx_pairs=None, quantities=None, averaging_type=None, claim_type=None, strike=None, basket_name=None, currency=None, divisor=None, expiration_date=None, settlement_date=None, **kwargs)[source]
__init__(identifier=None, fx_basket_future=None, fx_pairs=None, quantities=None, averaging_type=None, claim_type=None, strike=None, basket_name=None, currency=None, divisor=None, expiration_date=None, settlement_date=None, **kwargs)[source]
Parameters:

  • identifier – The security identifier

  • fx_basket_future – The fx basket future underlyer

  • fx_pairs – The fx pairs

  • quantities – The quantities

  • averaging_type – The averaging type

  • claim_type – The claim type

  • strike – The strike

  • basket_name – The basket name

  • currency – The currency

  • divisor – The divisor

  • expiration_date – The expiration date

  • settlement_date – The settlement date

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([identifier, fx_basket_future, ...])

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()