derivitec.tradables.types.IRFuture

class derivitec.tradables.types.IRFuture(currency=None, day_count_fraction=None, expiration_date=None, identifier=None, rate_asset_name=None, traded_price=None, compounding_rule=None, compounding_start_date=None, **kwargs)[source]
__init__(currency=None, day_count_fraction=None, expiration_date=None, identifier=None, rate_asset_name=None, traded_price=None, compounding_rule=None, compounding_start_date=None, **kwargs)[source]
Parameters:

  • currency – The currency

  • day_count_fraction – The day count fraction

  • expiration_date – The expiration date

  • identifier – The security identifier

  • rate_asset_name – The rate asset name

  • traded_price – The traded price

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([currency, day_count_fraction, ...])

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()