MultiDimensionalObjectBase

class sigtech.framework.instruments.base.MultiDimensionalObjectBase

Baseclasses: HistoricalFrameworkObject

Subclasses: VolSurfaceBase, CurveBase

Joint base class for curves and surfaces.

group_name: str

property holidays

List of holiday calendars for this object.

interpolation_type: str

use_price_factor: Optional[bool]

get_handle(d, data_point=None)

Instrument history at a point in time.

Parameters:

• d – Point in time.

• data_point – Data point (optional).

Returns:

Instrument history.