cds.CreditDefaultSwapInstrument Class Reference

Inheritance diagram for cds.CreditDefaultSwapInstrument:

Public Member Functions
def	__init__ (self, index, spread=False, new=False)
def	create_instrument (self)
def	initialize_instrument (self)
Public Member Functions inherited from instrument.Instrument
def	__init__ (self, symbol, library_name, create=False, data_sources=None, additional_data_functions=None)
def	load_historical_data (self)
def	create_instrument (self, data_sources)
def	load_quandl_data (self, database=None, symbol=None)
def	update_quandl_data (self)
def	load_bloomberg_data (self)
def	update_bloomberg_data (self)
def	load_salientdb_data (self)
def	update_salientdb_data (self)

Public Attributes
	index
	spread
Public Attributes inherited from instrument.Instrument
	symbol
	library
	data_functions
	data_sources
	root_symbol
	bloomberg_class
	metadata
	data

Static Public Attributes
string	SYMBOL_TEMPLATE = "CDS::{underlying_symbol}"
string	INSTRUMENT_SYMBOL_TEMPLATE = "INSTRUMENT::CDS::{underlying_symbol}"
list	INDICES
Static Public Attributes inherited from instrument.Instrument
dictionary	DATA_ADAPTERS

Constructor & Destructor Documentation

__init__()

def cds.CreditDefaultSwapInstrument.__init__	(		self,
			index,
			spread = False,
			new = False
	)

Index is the underlying index for the CDS:
    "CDX IG CDSI GENERIC 5Y",
    "EM CDSI GENERIC 5Y PRC",
    "HY CDSI GENERIC 5Y PRC",
    "ITRX EUR CDSI GENERIC 5Y",
    "XOVER EUR CDSI GENERIC 5Y",

Member Function Documentation

create_instrument()

def cds.CreditDefaultSwapInstrument.create_instrument

(

self

)

Creates CDS instrument.

initialize_instrument()

def cds.CreditDefaultSwapInstrument.initialize_instrument

(

self

)

Initializer for CDS instrument.

Reimplemented from instrument.Instrument.

Member Data Documentation

INDICES

list cds.CreditDefaultSwapInstrument.INDICES

static

Initial value:

=  [
        "CDX IG CDSI GENERIC 5Y",
        "EM CDSI GENERIC 5Y PRC",
        "HY CDSI GENERIC 5Y PRC",
        "ITRX EUR CDSI GENERIC 5Y",
        "XOVER EUR CDSI GENERIC 5Y"
    ]

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The documentation for this class was generated from the following file:

• cds.py