Equity Instruments
BarrierSpecification
EuropeanVanillaSpecification
- class rivapy.instruments.EuropeanVanillaSpecification(id: str, type: str, expiry: datetime, strike: float, issuer: str = '', sec_lvl: str = SecuritizationLevel.COLLATERALIZED, curr: str = Currency.EUR, udl_id: str = '', share_ratio: float = 1.0)[source]
Constructor for european vanilla option
- Parameters:
id (str) – Identifier (name) of the european vanilla specification.
type (str) – Type of the european vanilla option (‘PUT’,’CALL’).
expiry (datetime) – Expiration date.
strike (float) – Strike price.
issuer (str, optional) – Issuer Id. Must not be set if pricing data is manually defined. Defaults to ‘’.
sec_lvl (str, optional) – Securitization level. Can be selected from rivapy.enums.SecuritizationLevel. Defaults to SecuritizationLevel.COLLATERALIZED.
curr (str, optional) – Currency (ISO-4217 Code). Must not be set if pricing data is manually defined. Can be selected from rivapy.enums.Currency. Defaults to Currency.EUR.
udl_id (str, optional) – Underlying Id. Must not be set if pricing data is manually defined. Defaults to ‘’.
share_ratio (float, optional) – Ratio of covered shares of the underlying by a single option contract. Defaults to 1.0.
AmericanVanillaSpecification
- class rivapy.instruments.AmericanVanillaSpecification(id: str, type: str, expiry: datetime, strike: float, issuer: str = '', sec_lvl: str = SecuritizationLevel.COLLATERALIZED, curr: str = Currency.EUR, udl_id: str = '', share_ratio: float = 1.0, exercise_before_ex_date: bool = False)[source]
Constructor for american vanilla option
- Parameters:
id (str) – Identifier (name) of the american vanilla specification.
type (str) – Type of the american vanilla option (‘PUT’,’CALL’).
expiry (datetime) – Expiration date.
strike (float) – Strike price.
issuer (str, optional) – Issuer Id. Must not be set if pricing data is manually defined. Defaults to ‘’.
sec_lvl (str, optional) – Securitization level. Can be selected from rivapy.enums.SecuritizationLevel. Defaults to SecuritizationLevel.COLLATERALIZED.
curr (str, optional) – Currency (ISO-4217 Code). Must not be set if pricing data is manually defined. Can be selected from rivapy.enums.Currency. Defaults to Currency.EUR.
udl_id (str, optional) – Underlying Id. Must not be set if pricing data is manually defined. Defaults to ‘’.
share_ratio (float, optional) – Ratio of covered shares of the underlying by a single option contract. Defaults to 1.0.
exercise_before_ex_date (bool, optional) – Indicates if option can be exercised within two days before dividend ex-date. Defaults to False.