Pricing.Runners.IPvRunner¶

Classes

`Dict`(...[, two])	Methods
`IPvRunner`	General interface that takes a set of market states and returns a mapping (market state -> price)
`Market`(ref_date: datetime.date, ...)	Container class to encapsulate dated market data.
`MarketStateKey`(id)	Container class to identify a market state in a greeks run.

class Pricing.Runners.IPvRunner.IPvRunner[source]¶

General interface that takes a set of market states and returns a mapping (market state -> price)

See also

ParallelPvRunner: ParallelPvRunner
SequentialPvRunner: SequentialPvRunner

Methods

run(...) Run price for each market state and return a mapping (market state -> price) .

run(market_states: typing.Dict[Common.MarketStateKey.MarketStateKey, MarketQuotations.Market.Market]) → typing.Dict[Common.MarketStateKey.MarketStateKey, float][source]¶

Run price for each market state and return a mapping (market state -> price) .

Parameters:

market_states : Dict[MarketStateKey, Market]

A dictionary of different market market states identified by their keys.

Returns:

price_results : Dict[MarketStateKey, float]

A dictionary of prices associated to each market state key.