Greeks.Formatters.ResultsFormatter

Classes

Dict(...[, two])	Methods
ResultKey(id)	General container class to identify a computation result.
ResultKeys	Static class regrouping the different market state keys used for greeks computation.
ResultsFormatter	Class to convert a pricing result into a string.

class Greeks.Formatters.ResultsFormatter.ResultsFormatter

Class to convert a pricing result into a string.

Methods

format(...)

Convert a pricing result into a readable string.

format(result_dic: typing.Dict[Common.ResultKey.ResultKey, float]) → str

Convert a pricing result into a readable string.

Parameters:

result_dic : Dict[ResultKey, float])

The result of a pricing expressed as a mapping of result keys to numerical values.

Returns:

result_str : str`

The string describing the pricing result.

Examples

>>> from Common.ResultKey import ResultKey
>>> from Common.ResultKeys import ResultKeys
>>> from Greeks.Formatters.ResultsFormatter import ResultsFormatter
>>> result_dic = dict()
>>> result_dic[ResultKeys.price] = 2.38
>>> result_dic[ResultKeys.volga] = 0.34
>>> result_dic[ResultKeys.underlying_level] = 54.3
>>> formatter = ResultsFormatter()
>>> formatter.format(result_dic)
'F: 54.3\nPV: 2.38\nVolga: 0.34\n'