derivitec.tradables.types.FxFVA

class derivitec.tradables.types.FxFVA(identifier=None, fx_pair=None, currency=None, expiration_date=None, premium_determination_date=None, benchmark_volatility=None, cutoff=None, claim_type=None, strike_type=None, strike=None, premium_payment_date=None, settlement_date=None, premium_currency=None, settlement_type=None, **kwargs)

__init__(identifier=None, fx_pair=None, currency=None, expiration_date=None, premium_determination_date=None, benchmark_volatility=None, cutoff=None, claim_type=None, strike_type=None, strike=None, premium_payment_date=None, settlement_date=None, premium_currency=None, settlement_type=None, **kwargs)

Parameters:

• identifier – The security identifier

• fx_pair – The fx pair

• currency – The currency

• expiration_date – The expiration date

• premium_determination_date – The premium determination date

• benchmark_volatility – The benchmark volatility

• cutoff – The cutoff

• claim_type – The claim type

• strike_type – The strike type

• strike – The strike

• premium_payment_date – The premium payment date

• settlement_date – The settlement date

• premium_currency – The premium currency

• settlement_type – The settlement type

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()