EqCliquet¶

For methods of this class, see gs_quant.base.Priceable

class EqCliquet(return_style=ReturnStyle.Rate_of_Return, last_valuation_date=None, notional_amount=None, underlier_type=None, underlier=None, payment_frequency=PaymentFrequency.Maturity, global_cap=1000000.0, first_valuation_date=None, currency=None, global_floor=-1000000.0, strike_price=None, return_type=ReturnType.Sum, valuation_period=None, expiration_date=None, premium=0.0, name=None)[source]¶

Properties

currency: Optional[Currency] = None¶

dataclass_json_config = {'letter_case': <function camelcase>}¶

expiration_date: Union[date, str, None] = None¶

first_valuation_date: Optional[date] = None¶

global_cap: Optional[float] = 1000000.0¶

global_floor: Optional[float] = -1000000.0¶

instrument_quantity¶

last_valuation_date: Optional[date] = None¶

metadata¶

name: Optional[str] = None¶

notional_amount: Union[float, str, None] = None¶

payment_frequency: Optional[PaymentFrequency] = 'Maturity'¶

premium: Optional[float] = 0.0¶

provider¶

quantity_: InitVar[float] = 1¶

resolution_key¶

return_style: Optional[ReturnStyle] = 'Rate of Return'¶

return_type: Optional[ReturnType] = 'Sum'¶

strike_price: Optional[float] = None¶

type_: Optional[AssetType] = 'Cliquet'¶

underlier: Union[float, str, None] = None¶

underlier_type: Optional[UnderlierType] = None¶

unresolved¶

valuation_period: Optional[str] = None¶