Pricing.PriceFillers.PriceFiller

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.
MarketStateKeys	Static class regrouping the different market state keys used for greeks computation.
PriceFiller	Class that retrieves the relevant market states for price computation, computes the price and fills the results dictionary.
ResultKey(id)	General container class to identify a computation result.
ResultKeys	Static class regrouping the different market state keys used for greeks computation.

class Pricing.PriceFillers.PriceFiller.PriceFiller

Class that retrieves the relevant market states for price computation, computes the price and fills the results dictionary.

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, Common.PricingResult.PricingResult], results: typing.Dict[Common.ResultKey.ResultKey, float]) → None

Retrieve the relevant market states for price computation, computes the price and fills the results dictionary.

Parameters:

pvs : Dict[MarketStateKey, PricingResult]

Dictionary that maps each market state to the pricing result given that state.

results : Dict[ResultKey, float]

Dictionary that contains the results of price computation.

Returns:

None