derivitec.tradables.types.IRSwaption

class derivitec.tradables.types.IRSwaption(claim_type=None, currency=None, expiration_date=None, fixed_leg=None, identifier=None, floating_leg=None, settlement_type=None, **kwargs)[source]
__init__(claim_type=None, currency=None, expiration_date=None, fixed_leg=None, identifier=None, floating_leg=None, settlement_type=None, **kwargs)[source]
Parameters:

  • claim_type – The claim type

  • currency – The currency

  • expiration_date – The expiration date

  • fixed_leg – The fixed leg

  • floating_leg – The floating leg

  • identifier – The security identifier

  • settlement_type – The settlement type

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([claim_type, 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()