VarianceSwapGroupBase#

class sigtech.framework.instruments.variance_swap.VarianceSwapGroupBase

Base class for variance swap groups.

property data_point

Field used when retrieving history.

property holidays

List of holiday calendars for this instrument.

underlying: Optional[str]

exchange()

Exchange object for this group.

static get_group(base_name: str)

Check if the group already exists in cache; create new one if not

Parameters:: base_name – Underlying or option group corresponding to the variance swap.
Returns:: Variance swap group.