Define the base classes and enumerations for financial instruments.
Classes:
-
CompositeInstrument–Composite class for financial instruments.
-
CreditRating–Enumeration of S&P credit ratings.
-
Instrument–Base class for financial instruments.
-
Issuer–Class representing an issuer of financial instruments.
-
IssuerType–Enumeration of issuer types.
CompositeInstrument(
name: str,
book_type: BookType | None = None,
credit_rating: Optional[CreditRating] = None,
issuer: Optional[Issuer] = None,
parent: Optional[Instrument] = None,
)
Bases: Instrument
Composite class for financial instruments.
This class allows for the aggregation of multiple financial instruments into a single composite instrument. It can be used to represent a collection of assets, liabilities, or equities for a bank.
Methods:
-
accept–Accept a visitor.
-
add–Add an instrument to the composite.
-
is_composite–Check if the instrument is composite.
-
remove–Remove an instrument from the composite.
Attributes:
-
book_type(Optional[BookType]) –Get the book type of the instrument.
-
credit_rating(CreditRating) –Get the instrument's credit rating.
-
issuer(Issuer) –Get the instrument's issuer.
-
parent(Optional[Instrument]) –Get the parent instrument.
-
value(float) –Get the instrument's value.
property
writable
value: float
Get the instrument's value.
is_composite() -> bool
Check if the instrument is composite.
Bases: Enum
Enumeration of S&P credit ratings.
Methods:
-
is_investment_grade–Check if the credit rating is investment grade.
-
to_str–Get a custom string representation of the credit rating.
is_investment_grade() -> bool
Check if the credit rating is investment grade.
to_str() -> str
Get a custom string representation of the credit rating.
Instrument(
name: str,
book_type: BookType | None = None,
credit_rating: Optional[CreditRating] = None,
issuer: Optional[Issuer] = None,
parent: Optional[Instrument] = None,
instrument_class: Optional[InstrumentClass] = None,
)
Bases: ABC
Base class for financial instruments.
Methods:
-
accept–Accept a visitor.
-
is_composite–Check if the instrument is composite.
Attributes:
-
book_type(Optional[BookType]) –Get the book type of the instrument.
-
credit_rating(CreditRating) –Get the instrument's credit rating.
-
issuer(Issuer) –Get the instrument's issuer.
-
parent(Optional[Instrument]) –Get the parent instrument.
-
value(float) –Get the instrument's value.
property
writable
value: float
Get the instrument's value.
is_composite() -> bool
Check if the instrument is composite.
Issuer(
name: str,
issuer_type: IssuerType,
credit_rating: CreditRating | None = None,
)
Class representing an issuer of financial instruments.
Methods:
-
is_MDB–Check if the issuer is multilateral development bank (MDB).
-
is_PSE–Check if the issuer is public sector entity (PSE).
-
is_SME–Check if the issuer is SME corporate.
-
is_bank–Check if the issuer is depositary institution or bank.
-
is_corporate–Check if the issuer is corporate.
-
is_individual–Check if the issuer is individual.
-
is_securities_firm–Check if the issuer is securities firm.
-
is_sovereign–Check if the issuer is sovereign.
Attributes:
-
credit_rating(CreditRating) –Get the issuer's credit rating.
is_MDB() -> bool
Check if the issuer is multilateral development bank (MDB).
is_PSE() -> bool
Check if the issuer is public sector entity (PSE).
is_SME() -> bool
Check if the issuer is SME corporate.
is_bank() -> bool
Check if the issuer is depositary institution or bank.
is_corporate() -> bool
Check if the issuer is corporate.
is_individual() -> bool
Check if the issuer is individual.
is_securities_firm() -> bool
Check if the issuer is securities firm.
is_sovereign() -> bool
Check if the issuer is sovereign.
Bases: Flag
Enumeration of issuer types.
Methods:
-
to_str–Get a custom string representation of the issuer type.
to_str() -> str
Get a custom string representation of the issuer type.