derivitec.tradables.types.PricingModelManager

class derivitec.tradables.types.PricingModelManager(convertible_bond_model_params=None, eq_variance_swap_model_params=None, eq_autocallable_worst_of_option_model_params=None, eq_basket_option_model_params=None)[source]
__init__(convertible_bond_model_params=None, eq_variance_swap_model_params=None, eq_autocallable_worst_of_option_model_params=None, eq_basket_option_model_params=None)[source]
Parameters:

  • convertible_bond_model_params – The convertible_bond_model_params

  • eq_variance_swap_model_params – The eq_variance_swap_model_params

  • eq_autocallable_worst_of_option_model_params – The eq_autocallable_worst_of_option_model_params

  • eq_basket_option_model_params – The eq_basket_option_model_params

Methods

IsKeyValuePairListType(key_class_instance, ...)

__init__([convertible_bond_model_params, ...])

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()