IndexGroup

class sigtech.framework.instruments.indices.IndexGroup

Baseclasses: ContractGroup

A class representing an index group.

description: Optional[str]

due_time: time

fixing_source: str

holidays: str

item_product_type: Optional[str]

timezone: str

valuation_time: Optional[time]

classmethod from_contract(fixing_source, env: ConfiguredEnvironment)

Return an object from the fixing source.

Parameters:

• fixing_source – Fixing source.

• env – Configured environment (optional).

Returns:

Object.

classmethod name_from_contract(fixing_source)

Return the group identifier from the fixing source.

Parameters:

fixing_source – Fixing source.

Returns:

Group identifier.