derivitec.tradables.types.FxCorrelationSwap

class derivitec.tradables.types.FxCorrelationSwap(identifier=None, fx_pairs=None, strike=None, basket_name=None, start_date=None, expiration_date=None, period=None, business_day_convention=None, settlement_lag=None, currency=None, **kwargs)[source]
__init__(identifier=None, fx_pairs=None, strike=None, basket_name=None, start_date=None, expiration_date=None, period=None, business_day_convention=None, settlement_lag=None, currency=None, **kwargs)[source]
Parameters:

  • identifier – The security identifier

  • fx_pairs – The fx pairs

  • strike – The strike

  • basket_name – The basket name

  • start_date – The start date

  • expiration_date – The expiration date

  • period – The period

  • business_day_convention – The business day convention

  • settlement_lag – The settlement lag

  • currency – The currency

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([identifier, fx_pairs, strike, ...])

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()