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maturity

MaturityRule: generates a settlement transaction when an instrument reaches maturity.

Classes:

  • MaturityRule –

    Generates a MATURITY_SETTLEMENT transaction on the instrument's maturity date.

MaturityRule

Generates a MATURITY_SETTLEMENT transaction on the instrument's maturity date.

Methods:

  • applies_to –

    Return True if the instrument has matured on or before the current date.

  • generate –

    Generate a single maturity settlement transaction for the face value.

applies_to 

applies_to(
    instrument: Instrument,
    _position: Position,
    context: RuleContext,
) -> bool

Return True if the instrument has matured on or before the current date.

generate 

generate(
    instrument: Instrument,
    position: Position,
    context: RuleContext,
) -> list[Transaction]

Generate a single maturity settlement transaction for the face value.