derivitec.tradables.types.IRSwap

class derivitec.tradables.types.IRSwap(currency=None, expiration_date=None, identifier=None, payer_leg=None, receiver_leg=None, payer_leg_notional=None, receiver_leg_notional=None, **kwargs)[source]
__init__(currency=None, expiration_date=None, identifier=None, payer_leg=None, receiver_leg=None, payer_leg_notional=None, receiver_leg_notional=None, **kwargs)[source]
Parameters:

  • currency – The currency

  • expiration_date – The expiration date

  • identifier – The security identifier

  • payer_leg – The payer leg

  • receiver_leg – The receiver leg

  • payer_leg_notional – The payer leg notional

  • receiver_leg_notional – The receiver leg notional

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([currency, expiration_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()