Define the Bank class.
Classes:
-
Bank–Class representing a bank.
Bank()
Class representing a bank.
Methods:
-
get_fair_value_instruments–Get fair value instruments based on position.
-
get_htm_bond_instruments–Get all HTM bond instruments from the banking book (long-only).
-
get_mortgage_instruments–Get all mortgage instruments from the banking book (long-only).
-
initialize–Initialize the bank with a chart of accounts and account balances.
-
process_transaction–Ask the accountant to process the transaction.
-
undo_last_transaction–Asks Accountant to reverse last transaction.
get_fair_value_instruments(
position: Position,
) -> Generator[Instrument, None, None]
Get fair value instruments based on position.
get_htm_bond_instruments() -> (
Generator[FixedRateBond, None, None]
)
Get all HTM bond instruments from the banking book (long-only).
get_mortgage_instruments() -> (
Generator[Mortgage, None, None]
)
Get all mortgage instruments from the banking book (long-only).
initialize(
account_balances: AccountBalances | None = None,
) -> None
Initialize the bank with a chart of accounts and account balances.
This method only initializes the leger but not the bank's banking and trading books with instruments.
FIXME: instruments should not be initialized... account balance is just an accounting snapshot
process_transaction(transaction: Transaction) -> bool
Ask the accountant to process the transaction.
undo_last_transaction() -> None
Asks Accountant to reverse last transaction.