derivitec.tradables.types.FxTarn

class derivitec.tradables.types.FxTarn(business_day_convention=None, calendar_id=None, call_barrier_levels=None, call_barrier_type=None, call_notionals=None, call_strikes=None, currency=None, cutoff=None, end_stub=None, end_to_end=None, expiration_date=None, first_fixing_date=None, fixing_dates_stored=None, fx_pair=None, identifier=None, lower_knockout_levels=None, notional_currency=None, period_str=None, pivot_strikes=None, put_barrier_levels=None, put_barrier_type=None, put_notionals=None, put_strikes=None, schedule_end_date=None, schedule_roll_date=None, schedule_start_date=None, settlement_lag=None, settlement_type=None, start_stub=None, target_level=None, termination_condition=None, upper_call_barrier_levels=None, upper_call_barrier_type=None, upper_call_notionals=None, upper_call_strikes=None, upper_knockout_levels=None, upper_put_barrier_levels=None, upper_put_barrier_type=None, upper_put_notionals=None, upper_put_strikes=None, is_folding_expiry=[], **kwargs)[source]
__init__(business_day_convention=None, calendar_id=None, call_barrier_levels=None, call_barrier_type=None, call_notionals=None, call_strikes=None, currency=None, cutoff=None, end_stub=None, end_to_end=None, expiration_date=None, first_fixing_date=None, fixing_dates_stored=None, fx_pair=None, identifier=None, lower_knockout_levels=None, notional_currency=None, period_str=None, pivot_strikes=None, put_barrier_levels=None, put_barrier_type=None, put_notionals=None, put_strikes=None, schedule_end_date=None, schedule_roll_date=None, schedule_start_date=None, settlement_lag=None, settlement_type=None, start_stub=None, target_level=None, termination_condition=None, upper_call_barrier_levels=None, upper_call_barrier_type=None, upper_call_notionals=None, upper_call_strikes=None, upper_knockout_levels=None, upper_put_barrier_levels=None, upper_put_barrier_type=None, upper_put_notionals=None, upper_put_strikes=None, is_folding_expiry=[], **kwargs)[source]
Parameters:

  • business_day_convention – The business day convention

  • calendar_id – The calendar id

  • call_barrier_levels – The call barrier levels

  • call_barrier_type – The call barrier type

  • call_notionals – The call notionals

  • call_strikes – The call strikes

  • currency – The currency

  • cutoff – The cutoff

  • end_stub – The end stub

  • end_to_end – The end to end

  • expiration_date – The expiration date

  • first_fixing_date – The first fixing date

  • fixing_dates_stored – The fixing dates stored

  • fx_pair – The fx pair

  • identifier – The security identifier

  • lower_knockout_levels – The lower knockout levels

  • notional_currency – The notional currency

  • period_str – The period str

  • strikes (pivot) – The pivot strikes

  • put_barrier_levels – The put barrier levels

  • put_barrier_type – The put barrier type

  • put_notionals – The put notionals

  • put_strikes – The put strikes

  • schedule_end_date – The schedule end date

  • schedule_roll_date – The schedule roll date

  • schedule_start_date – The schedule start date

  • settlement_lag – The settlement lag

  • settlement_type – The settlement type

  • start_stub – The start stub

  • target_level – The target level

  • termination_condition – The termination condition

  • upper_call_barrier_levels – The upper call barrier levels

  • upper_call_barrier_type – The upper call barrier type

  • upper_call_notionals – The upper call notionals

  • upper_call_strikes – The upper call strikes

  • upper_knockout_levels – The upper knockout levels

  • upper_put_barrier_levels – The upper put barrier levels

  • upper_put_barrier_type – The upper put barrier type

  • upper_put_notionals – The upper put notionals

  • upper_put_strikes – The upper put strikes

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([business_day_convention, ...])

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()