CommodOTCSwap

For methods of this class, see gs_quant.base.Priceable

class CommodOTCSwap(quantity=None, legs=None, start=None, end=None, number_of_periods=None, quantity_unit=None, quantity_period=None, strategy=None, settlement=None, name=None)

Properties

dataclass_json_config = {'letter_case': <function camelcase>}

end: Union[date, str, None] = None

instrument_quantity

legs: Optional[Tuple[CommodOTCSwapLeg, ...]] = None

metadata

name: Optional[str] = None

number_of_periods: Optional[int] = None

provider

quantity: Union[float, str, None] = None

quantity_: InitVar[float] = 1

quantity_period: Optional[Period] = None

quantity_unit: Optional[str] = None

resolution_key

settlement: Optional[str] = None

start: Union[date, str, None] = None

strategy: Optional[str] = None

type_: Optional[AssetType] = 'SwapStrategy'

unresolved