EqSynthetic

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

class EqSynthetic(underlier=None, expiry=None, currency=None, swap_type=SwapType.Eq_Swap, buy_sell=None, underlier_type=None, effective_date=None, num_of_underlyers=None, rate_tenor=None, commission=None, commission_units=None, strike=None, initial_valuation_date=None, schedule_type=None, oet_terms=None, dividend_pay_ratio=None, trade_date=None, fx_data_source=None, rate_option=None, settlement_currency=None, settlement_delay=None, eq_leg=None, funding_leg=None, valuation_bdc=None, payment_bdc=None, commission_type=None, designated_maturity=None, reset_delay=None, payment_delay=None, name=None)

Properties

buy_sell: Optional[BuySell] = None

commission: Optional[float] = None

commission_type: Optional[str] = None

commission_units: Optional[str] = None

currency: Optional[Currency] = None

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

designated_maturity: Optional[str] = None

dividend_pay_ratio: Optional[float] = None

effective_date: Optional[date] = None

eq_leg: Optional[Tuple[EqSyntheticLeg, ...]] = None

expiry: Union[date, str] = None

funding_leg: Optional[Tuple[EqSyntheticLeg, ...]] = None

fx_data_source: Optional[str] = None

initial_valuation_date: Optional[str] = None

instrument_quantity

metadata

name: Optional[str] = None

num_of_underlyers: Optional[float] = None

oet_terms: Optional[Tuple[EqSyntheticOETTerms, ...]] = None

payment_bdc: Optional[float] = None

payment_delay: Optional[str] = None

provider

quantity_: InitVar[float] = 1

rate_option: Optional[str] = None

rate_tenor: Optional[str] = None

reset_delay: Optional[str] = None

resolution_key

schedule_type: Optional[str] = None

settlement_currency: Optional[Currency] = None

settlement_delay: Optional[str] = None

strike: Optional[float] = None

swap_type: Optional[SwapType] = 'Eq Swap'

trade_date: Optional[str] = None

type_: Optional[AssetType] = 'Synthetic'

underlier: Union[float, str] = None

underlier_type: Optional[UnderlierType] = None

unresolved

valuation_bdc: Optional[float] = None