global types

financepy.utils.global_types

Types

BarrierTypes

Enumeration of barrier types.

Members

DOWN_AND_OUT_CALL = 1

DOWN_AND_IN_CALL = 2

UP_AND_OUT_CALL = 3

UP_AND_IN_CALL = 4

UP_AND_OUT_PUT = 5

UP_AND_IN_PUT = 6

DOWN_AND_OUT_PUT = 7

DOWN_AND_IN_PUT = 8

BlackTypes

No description available.

Members

ANALYTICAL = 1

CRR_TREE = 2

CapFloorTypes

Enumeration of cap/floor types.

Members

CAP = 1

FLOOR = 2

CliquetTypes

No description available.

Members

PRICE = 1

RETURN = 2

DigitalOptionTypes

No description available.

Members

CASH_OR_NOTHING = 1

ASSET_OR_NOTHING = 2

DoubleBarrierTypes

Enumeration of long/short positions.

Members

KNOCK_IN = 1

KNOCK_OUT = 2

ExerciseTypes

Enumeration of exercise types.

Members

EUROPEAN = 1

BERMUDAN = 2

AMERICAN = 3

FXATMMethodTypes

No description available.

Members

SPOT = 1

FWD = 2

FWD_DELTA_NEUTRAL = 3

FWD_DELTA_NEUTRAL_PREM_ADJ = 4

FXDeltaMethodTypes

No description available.

Members

SPOT_DELTA = 1

FORWARD_DELTA = 2

SPOT_DELTA_PREM_ADJ = 3

FORWARD_DELTA_PREM_ADJ = 4

LongShortTypes

Enumeration of long/short positions.

Members

LONG = 1

SHORT = 2

OISCompoundingTypes

No description available.

Members

COMPOUNDED = 1

OVERNIGHT_COMPOUNDED_ANNUAL_RATE = 2

AVERAGED = 3

AVERAGED_DAILY = 4

OptionTypes

Enumeration of option types.

Members

EUROPEAN_CALL = 1

EUROPEAN_PUT = 2

AMERICAN_CALL = 3

AMERICAN_PUT = 4

DIGITAL_CALL = 5

DIGITAL_PUT = 6

ASIAN_CALL = 7

ASIAN_PUT = 8

COMPOUND_CALL = 9

COMPOUND_PUT = 10

PaymentTimingTypes

No description available.

Members

PERIODIC = 1

MATURITY = 2

ReturnTypes

Enumeration of return types.

Members

TOTAL_RETURN = 1

PRICE_RETURN = 2

SolverTypes

Enumeration of solver types.

Members

CONJUGATE_GRADIENT = 0

NELDER_MEAD = 1

NELDER_MEAD_NUMBA = 2

SwapTypes

Enumeration of swap types.

Members

PAY = 1

RECEIVE = 2

TouchOptionTypes

Enumeration of touch option types.

Members

DOWN_AND_IN_CASH_AT_HIT = 1

UP_AND_IN_CASH_AT_HIT = 2

DOWN_AND_IN_CASH_AT_EXPIRY = 3

UP_AND_IN_CASH_AT_EXPIRY = 4

DOWN_AND_OUT_CASH_OR_NOTHING = 5

UP_AND_OUT_CASH_OR_NOTHING = 6

DOWN_AND_IN_ASSET_AT_HIT = 7

UP_AND_IN_ASSET_AT_HIT = 8

DOWN_AND_IN_ASSET_AT_EXPIRY = 9

UP_AND_IN_ASSET_AT_EXPIRY = 10

DOWN_AND_OUT_ASSET_OR_NOTHING = 11

UP_AND_OUT_ASSET_OR_NOTHING = 12

VolFuncTypes

No description available.

Members

CLARK = 0

SABR = 1

SABR_BETA_ONE = 2

SABR_BETA_HALF = 3

BBG = 4

CLARK5 = 5

SVI = 6

SSVI = 7

Generated automatically from the FinancePy source code. Do not edit this file manually.