Core¶

Top-level entry points: the evaluation-date holder and the library error type.

Settings ¶

Settings()

The explicit, non-global evaluation-date store (D5).

There is no global singleton: the exact settings object passed to a construction is the one it reads, so instruments built against different Settings do not see each other's evaluation date.

Create settings with no evaluation date set.

set_evaluation_date ¶

set_evaluation_date(date: Date) -> None

Set the evaluation date, notifying observers if it changed.

The new date is in place before the notification goes out, so an observer that recomputes on the update reads the date that triggered it.

Parameters:

Name	Type	Description	Default
`date`	`Date`	The new evaluation date. Observers are notified only when this differs from the date already set.	required

set_using_at_par_coupons ¶

set_using_at_par_coupons(value: bool) -> None

Select par or indexed Ibor coupon forecasting before constructing instruments.

This setting does not invalidate already cached prices.

using_at_par_coupons ¶

using_at_par_coupons() -> bool

Return whether Ibor coupons use par forecasting (the default).

set_include_reference_date_events ¶

set_include_reference_date_events(value: bool) -> None

Set the default inclusion of reference-date events for pricing engines.

include_reference_date_events ¶

include_reference_date_events() -> bool

Return the default reference-date event policy.

set_include_todays_cash_flows ¶

set_include_todays_cash_flows(value: Optional[bool]) -> None

Set whether cash flows on today's date enter an NPV; None clears.

The flag is three-valued, as in the core.

Parameters:

Name	Type	Description	Default
`value`	`bool \| None`	True or False decides the question outright; None clears it, restoring the unset state in which each pricing site applies its own default. The argument is required, so clearing is always deliberate.	required

include_todays_cash_flows ¶

include_todays_cash_flows() -> Optional[bool]

Return the current setting, or None while it is unset.

Returns:

Type	Description
`Optional[bool]`	bool \| None: The three-valued flag last set, or None if it has never been set or
`Optional[bool]`	was cleared.

ItofinError ¶

Bases: Exception

Error raised by the itofin API, carrying the located message.

Every fallible core call surfaces as this exception, whose message is the located form "file:line: message".