EqVarianceSwap¶

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

class EqVarianceSwap(underlier=None, underlier_type=None, expiration_date=None, strike_price=None, variance_cap=None, settlement_date=None, premium=None, buy_sell=None, days_in_contract=None, valuation_time=None, denominated=None, fixing_schedule_dates=None, holiday_calendar=None, initial_date=None, quantity=None, initial_spot=None, expiry_settlement_days=None, initial_spot_valuation_time=None, force_forward_tradable=None, name=None)[source]¶

Properties

buy_sell: Optional[BuySell] = None¶

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

days_in_contract: Optional[float] = None¶

denominated: Optional[Currency] = None¶

expiration_date: Union[date, str, None] = None¶

expiry_settlement_days: Optional[str] = None¶

fixing_schedule_dates: Optional[Tuple[str, ...]] = None¶

force_forward_tradable: Optional[bool] = None¶

holiday_calendar: Optional[str] = None¶

initial_date: Union[date, str, None] = None¶

initial_spot: Optional[float] = None¶

initial_spot_valuation_time: Optional[ValuationTime] = None¶

instrument_quantity¶

metadata¶

name: Optional[str] = None¶

premium: Union[float, str, None] = None¶

provider¶

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

quantity_: InitVar[float] = 1¶

resolution_key¶

settlement_date: Union[date, str, None] = None¶

strike_price: Union[float, str, None] = None¶

type_: Optional[AssetType] = 'VarianceSwap'¶

underlier: Union[float, str, None] = None¶

underlier_type: Optional[UnderlierType] = None¶

unresolved¶

valuation_time: Optional[ValuationTime] = None¶

variance_cap: Union[float, str, None] = None¶