Common.ResultKeys

Classes

GreekKey(id)	Container class to identify a greek computation result.
MarketDataKey(id)	Container class to identify a market data.
PriceKey(id)	Container class to identify a price computation result.
ResultKeys	Static class regrouping the different market state keys used for greeks computation.

class Common.ResultKeys.ResultKeys

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

Examples

>>> from Common.ResultKeys import ResultKeys
>>> delta = ResultKeys.delta
>>> print(delta)
Delta
>>> price = ResultKeys.price
>>> print(price)
Price
>>> underlying_level = ResultKeys.underlying_level
>>> print(underlying_level)
UnderlyingLevel

Methods

smile_risk(...)