OTCInstrument#

class sigtech.framework.instruments.otc_instrument.OTCInstrument

A class implementing an OTC instrument.

property dependency_type

Dependency type

property exchange_code: str

Exchange code for traded instruments belonging to this group.

property settlement_type: str

Stub indicating how final cash flows are exchanged.

property size_type: str

Type of trade size for the instrument.

property valuation_time

Valuation time for the instrument.

calendar_schedule()→ Schedule

A calendar schedule - a schedule that is corresponding to a history schedule, but without min and max dates set.