EqOption

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

class EqOption(underlier=None, expiration_date=None, strike_price=None, option_type=None, option_style=None, number_of_options=None, exchange=None, multiplier=None, settlement_date=None, settlement_currency=None, premium=0.0, premium_payment_date=None, valuation_time=None, method_of_settlement=None, underlier_type=None, buy_sell=None, premium_currency=None, trade_as=None, future_contract=None, name=None)[source]

Properties

buy_sell: Optional[BuySell] = None
dataclass_json_config = {'letter_case': <function camelcase>}
exchange: Optional[str] = None
expiration_date: Union[date, str, None] = None
future_contract: Optional[str] = None
instrument_quantity
metadata
method_of_settlement: Optional[OptionSettlementMethod] = None
multiplier: Optional[float] = None
name: Optional[str] = None
number_of_options: Union[float, str, None] = None
option_style: Optional[OptionStyle] = None
option_type: Optional[OptionType] = None
premium: Optional[float] = 0.0
premium_currency: Optional[Currency] = None
premium_payment_date: Union[date, str, None] = None
provider
quantity_: InitVar[float] = 1
resolution_key
settlement_currency: Optional[Currency] = None
settlement_date: Union[date, str, None] = None
strike_price: Union[float, str, None] = None
trade_as: Optional[TradeAs] = None
type_: Optional[AssetType] = 'Option'
underlier: Union[float, str, None] = None
underlier_type: Optional[UnderlierType] = None
unresolved
valuation_time: Optional[ValuationTime] = None