Pricing.PriceFillers.IPriceFiller¶
Classes
Dict(...[, two]) |
Methods |
IPriceFiller |
General interface that retrieves the relevant market states for price computation, computes the price and fills the results dictionary. |
MarketStateKey(id) |
Container class to identify a market state in a greeks run. |
ResultKey(id) |
General container class to identify a computation result. |
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class
Pricing.PriceFillers.IPriceFiller.IPriceFiller[source]¶ General interface that retrieves the relevant market states for price computation, computes the price and fills the results dictionary.
See also
PriceFillerPriceFiller
Methods
fill(...)Retrieve the relevant market states for price computation, computes the price and fills the results dictionary. -
fill(pvs: typing.Dict[Common.MarketStateKey.MarketStateKey, float], results: typing.Dict[Common.ResultKey.ResultKey, float]) → None[source]¶ Retrieve the relevant market states for price computation, computes the price and fills the results dictionary.
Parameters: pvs : Dict[
MarketStateKey, float]Dictionary that maps each market state to the option price given that state.
results : Dict[
ResultKey, float]Dictionary that contains the results of price computation.
Returns: None