Smile.Implicitation.OptionQuotation¶

Classes

`AmericanOption`(strike: float, ...)	Class to represent the notion of an american option.
`OptionQuotation`(...)	Container class to represent the notion of an option quotation
`date`	date(year, month, day) –> date object

class Smile.Implicitation.OptionQuotation.OptionQuotation(quotation_date: datetime.date, american_option: Products.AmericanOption.AmericanOption, quote_value: float)[source]¶

Container class to represent the notion of an option quotation

Parameters:

quotation_date : date

The date for which the quotation was observed.

american_option : AmericanOption

The american option for which the quotation is provided.

quote_value : float

The quoted value of the option

Examples

>>> from Products.AmericanOption import AmericanOption
>>> from Products.OptionType import OptionType
>>> from datetime import date
>>> from Smile.Implicitation.OptionQuotation import OptionQuotation
>>> strike = 50.0
>>> option_type = OptionType.CALL
>>> expiry_date = date(2018,12,1)
>>> value_date = date(2017,5,15)
>>> american_option = AmericanOption(strike, option_type, expiry_date)
>>> option_quotation = OptionQuotation(value_date, american_option, 1.35)
>>> print(option_quotation)
OptionType.CALL : Strike = 50.0, Maturity = 2018-12-01, Quote = 1.35 @ 2017-05-15

Attributes

`american_option`
`quotation_date`
`quote_value`