derivitec.tradables.types.IRLegFloating

class derivitec.tradables.types.IRLegFloating(currency=None, effective_date=None, end_stub=None, expiration_date=None, identifier=None, pay_notional_at_start=None, rate_asset=None, receive_notional_at_end=None, roll_date=None, spread=None, start_stub=None, **kwargs)

__init__(currency=None, effective_date=None, end_stub=None, expiration_date=None, identifier=None, pay_notional_at_start=None, rate_asset=None, receive_notional_at_end=None, roll_date=None, spread=None, start_stub=None, **kwargs)

Parameters:

• currency – The currency

• effective_date – The effective date

• end_stub – The end stub

• expiration_date – The expiration date

• identifier – The security identifier

• pay_notional_at_start – The pay notional at start

• rate_asset – The rate asset

• receive_notional_at_end – The receive notional at end

• roll_date – The roll date

• spread – The spread

• start_stub – The start stub

Methods

IsKeyValuePairListType(key_class_instance, ...)
__init__([currency, effective_date, ...])
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()