Products.AmericanOption¶

Classes

`AmericanOption`(strike: float, ...)	Class to represent the notion of an american option.
`OptionType`	Enum to represent the different types of an option.
`date`	date(year, month, day) –> date object

class Products.AmericanOption.AmericanOption(strike: float, option_type: Products.OptionType.OptionType, expiry_date: datetime.date)[source]¶

Class to represent the notion of an american option.

Parameters:

strike : float

The exercise price of the american option.

option_type : OptionType

The type of the option that can be CALL and PUT

expiry_date : date

The maturity of the american option

Examples

>>> from Products.AmericanOption import AmericanOption
>>> from Products.OptionType import OptionType
>>> from datetime import date
>>> strike = 50.0
>>> option_type = OptionType.CALL
>>> expiry_date = date(2018,12,1)
>>> american_option = AmericanOption(strike, option_type, expiry_date)
>>> print(american_option)
American option: OptionType.CALL, strike 50.0, expiry 2018-12-01

Attributes

`expiry_date`
`option_type`
`strike`