derivitec.tradables.types.IROption

class derivitec.tradables.types.IROption(identifier=None, ir_future=None, currency=None, expiration_date=None, option_claim_type=None, strike=None, premium_paid_up_front=None, **kwargs)[source]
__init__(identifier=None, ir_future=None, currency=None, expiration_date=None, option_claim_type=None, strike=None, premium_paid_up_front=None, **kwargs)[source]
Parameters:

  • identifier – The security identifier

  • ir_future – The underlyer

  • currency – The currency

  • expiration_date – The expiration date

  • option_claim_type – The claim type

  • strike – The strike

  • premium_paid_up_front – The premium paid up front flag

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([identifier, ir_future, 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()