Quotes¶
Observable market quotes.
quotes
¶
Runtime source shim for the native itofin.quotes submodule.
The real itofin.quotes is a compiled submodule registered into
sys.modules by the extension; it wins at import time, so nothing here
runs. This file exists only so static type checkers resolve
from itofin.quotes import ... from quotes/__init__.pyi without a
reportMissingModuleSource warning.
Auto-generated by scripts/gen_submodule_shims.py from quotes/__init__.pyi; do not edit or delete by hand.
SimpleQuote
¶
A mutable, observable market element (D1).
Wraps a single value that pricing inputs observe; setting a new value notifies dependents so any cached valuation recomputes lazily.
Initialize the quote.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
value
|
float
|
The initial market value. |
required |
value
¶
Return the current value.
Fallible: a quote whose value was never set raises ItofinError.
Returns:
| Name | Type | Description |
|---|---|---|
float |
float
|
The quote's current market value. |
set_value
¶
Set a new value and notify observers.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
value
|
float
|
The new value; observers are notified when it actually changes, so dependent valuations recompute on next access. |
required |
AtmType
¶
ATM conventions. Null is invalid for calculation; PutCall50 requires Fwd.
DeltaType
¶
Spot, forward and premium-adjusted delta conventions.