derivitec.tradables.types.Repo

class derivitec.tradables.types.Repo(identifier=None, currency=None, start_date=None, expiration_date=None, day_count_convention=None, repo_rate=None, is_settled=None, collateral_id=None, **kwargs)

__init__(identifier=None, currency=None, start_date=None, expiration_date=None, day_count_convention=None, repo_rate=None, is_settled=None, collateral_id=None, **kwargs)

Parameters:

• identifier – The security identifier

• currency – The currency

• start_date – The start date

• expiration_date – The expiration date

• day_count_convention – The day count convention

• repo_rate – The repo rate

• is_settled – The isSettled flag

• collateral_id – The collateral bond id

Methods

IsKeyValuePairListType(key_class_instance, ...)
__init__([identifier, currency, start_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()