derivitec.tradables.types.IRCapFloor

class derivitec.tradables.types.IRCapFloor(ir_claim_type=None, currency=None, effective_date=None, end_stub=None, expiration_date=None, fixing_dates=None, identifier=None, rate_asset_name=None, reset_dates=None, roll_date=None, start_stub=None, strike=None, reset_frequency=None, **kwargs)

__init__(ir_claim_type=None, currency=None, effective_date=None, end_stub=None, expiration_date=None, fixing_dates=None, identifier=None, rate_asset_name=None, reset_dates=None, roll_date=None, start_stub=None, strike=None, reset_frequency=None, **kwargs)

Parameters:

• ir_claim_type – The claim type

• currency – The currency

• effective_date – The effective date

• end_stub – The end stub

• expiration_date – The expiration date

• fixing_dates – The fixing dates

• identifier – The security identifier

• rate_asset_name – The rate asset name

• reset_dates – The reset dates

• roll_date – The roll date

• start_stub – The start stub

• strike – The strike

• reset_frequency – The reset frequency

Methods

IsKeyValuePairListType(key_class_instance, ...)
__init__([ir_claim_type, 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()