derivitec.tradables.types.IRCapFloorCMS

class derivitec.tradables.types.IRCapFloorCMS(ir_claim_type=None, ir_swap_fixing_instrument=None, currency=None, effective_date=None, end_stub=None, expiration_date=None, fixing_dates=None, identifier=None, payment_frequency=None, reset_dates=None, roll_date=None, start_stub=None, strike=None, **kwargs)[source]
__init__(ir_claim_type=None, ir_swap_fixing_instrument=None, currency=None, effective_date=None, end_stub=None, expiration_date=None, fixing_dates=None, identifier=None, payment_frequency=None, reset_dates=None, roll_date=None, start_stub=None, strike=None, **kwargs)[source]
Parameters:

  • ir_claim_type – The claim type

  • ir_swap_fixing_instrument – The ir swap fixing instrument identifier

  • 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

  • payment_frequency – Payment frequency

  • 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

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([ir_claim_type, ...])

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()