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valuation_context

ValuationContext: long-lived mutable context updated once per valuation date.

Classes:

  • ValuationContext –

    Holds the shared valuation state (date, market data, term structure) for a single valuation run.

ValuationContext 

ValuationContext(
    yield_handle: RelinkableYieldTermStructureHandle,
    benchmark_service: BenchmarkService | None = None,
)

Holds the shared valuation state (date, market data, term structure) for a single valuation run.

Methods:

  • update –

    Advance the context to date and rebuild the term structure from market_data.

update 

update(date: date, market_data: MarketDataStore) -> None

Advance the context to date and rebuild the term structure from market_data.

Sets the QuantLib global evaluation date, builds a new term structure from the market data yields, and relinks the shared handle so all downstream engines reprice automatically.