CreditIndexGroup

class sigtech.framework.instruments.credit_index.CreditIndexGroup

Baseclasses: ContractGroup

A class implementing Credit Index Group - some common static data of index family (CDX or ITX). This class shouldn’t be called by itself in general, apart from get_group method.

currency: str

due_time: Optional[time]

holidays: str

index_family: str

timezone: str

valuation_time: Optional[time]

classmethod from_index_family(index_family)

Return the object referenced by an underlying.

Parameters:

index_family – either ‘ITX’ or ‘CDX’

Returns:

Object.

static get_group(index_family: str)

Create on the fly CREDIT INDEX GROUP for given index family

Parameters:

index_family – either ‘ITX’ or ‘CDX’

Returns: