Common.MarketStateKeys

Classes

MarketStateKey(id)	Container class to identify a market state in a greeks run.
MarketStateKeys	Static class regrouping the different market state keys used for greeks computation.

class Common.MarketStateKeys.MarketStateKeys

Static class regrouping the different market state keys used for greeks computation.

Examples

>>> from Common.MarketStateKeys import MarketStateKeys
>>> delta_up_key = MarketStateKeys.delta_up
>>> print(delta_up_key)
Delta_Up
>>> gamma_up_up_key = MarketStateKeys.gamma_up_up
>>> print(gamma_up_up_key)
Gamma_Up_Up
>>> smile_risk_25_up = MarketStateKeys.smile_risk_up(0.25)
>>> print(smile_risk_25_up)
Smile_Risk_0.25_Up

Methods

smile_risk_down(...)
smile_risk_up(...)