MultiContractGroup

class sigtech.framework.instruments.multi_contract_group.MultiContractGroup

Baseclasses: ContractGroup

Subclasses: VolSurfaceGroup

A class representing data common to a group of instruments.

description: str

due_time: time

fixing_source: str

holidays: str

item_product_type: str

timezone: str

type: str

classmethod from_contract(contract: str) → Any

Create a MultiContractGroup from contract code.

Parameters:

contract – String contract identifier.

Returns:

Instance of MultiContractGroup.

classmethod name_from_contract(name: str) → str

Create a MultiContractGroup name from contract code.

Parameters:

name – String stub identifier.

Returns:

Default name of instance of MultiContractGroup