Contains the BankBook class and its derivatives, BankingBook and TradingBook.
Classes:
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BankBook–A class to represent a bank's banking or trading book.
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BankingBook–A class to represent a banking book.
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Position–Enumeration for position types (LONG or SHORT).
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TradingBook–A class to represent a trading book.
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UnrealizedGainLossTracker–A class to track unrealized gain/loss for FVOCI or FVTPL instruments.
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UnrealizedOCIGainLossTracker–A class to track unrealized OCI gain/loss for FVOCI instruments.
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UnrealizedTradingGainLossTracker–A class to track unrealized trading gain/loss for FVTPL instruments.
BankBook(book_type: BookType)
A class to represent a bank's banking or trading book.
:param book_type: The type of the book (banking or trading).
Methods:
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accept–Accept a visitor to process the instruments in the book.
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add_instrument–Add an instrument to the bank book.
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get_instrument_by_id–Retrieve an instrument by its ID from the bank book.
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get_position–Get the position of a given instrument in the bank book.
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remove_instrument–Remove an instrument from the bank book.
add_instrument(
instrument: Instrument, position: Position
) -> None
Add an instrument to the bank book.
get_instrument_by_id(
instrument_id: UUID,
) -> Instrument | None
Retrieve an instrument by its ID from the bank book.
get_position(instrument: Instrument) -> Position
Get the position of a given instrument in the bank book.
:param instrument: The instrument to find the position for. :return: The position of the instrument (LONG or SHORT) or None if not found.
remove_instrument(
instrument: Instrument, position: Position
) -> None
Remove an instrument from the bank book.
BankingBook()
Bases: BankBook
A class to represent a banking book.
Methods:
-
accept–Accept a visitor to process the instruments in the book.
-
add_instrument–Add an instrument to the bank book.
-
get_instrument_by_id–Retrieve an instrument by its ID from the bank book.
-
get_position–Get the position of a given instrument in the bank book.
-
remove_instrument–Remove an instrument from the bank book.
Attributes:
property
cash: Cash
Retrieve the Cash instrument from the long exposure.
:return: The Cash instrument in the long exposure. :raises ValueError: If no Cash instrument is found.
add_instrument(
instrument: Instrument, position: Position
) -> None
Add an instrument to the bank book.
get_instrument_by_id(
instrument_id: UUID,
) -> Instrument | None
Retrieve an instrument by its ID from the bank book.
get_position(instrument: Instrument) -> Position
Get the position of a given instrument in the bank book.
:param instrument: The instrument to find the position for. :return: The position of the instrument (LONG or SHORT) or None if not found.
remove_instrument(
instrument: Instrument, position: Position
) -> None
Remove an instrument from the bank book.
Bases: Enum
Enumeration for position types (LONG or SHORT).
TradingBook()
Bases: BankBook
A class to represent a trading book.
Methods:
-
accept–Accept a visitor to process the instruments in the book.
-
add_instrument–Add an instrument to the bank book.
-
get_instrument_by_id–Retrieve an instrument by its ID from the bank book.
-
get_position–Get the position of a given instrument in the bank book.
-
remove_instrument–Remove an instrument from the bank book.
add_instrument(
instrument: Instrument, position: Position
) -> None
Add an instrument to the bank book.
get_instrument_by_id(
instrument_id: UUID,
) -> Instrument | None
Retrieve an instrument by its ID from the bank book.
get_position(instrument: Instrument) -> Position
Get the position of a given instrument in the bank book.
:param instrument: The instrument to find the position for. :return: The position of the instrument (LONG or SHORT) or None if not found.
remove_instrument(
instrument: Instrument, position: Position
) -> None
Remove an instrument from the bank book.
UnrealizedGainLossTracker()
A class to track unrealized gain/loss for FVOCI or FVTPL instruments.
Methods:
-
add_instrument–Add an instrument to the tracker.
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get_unrealized_gain–Get the unrealized gain for a given instrument.
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get_unrealized_loss–Get the unrealized loss for a given instrument.
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remove_instrument–Remove an instrument from the tracker.
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set_unrealized_gain–Set the unrealized gain for a given instrument.
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set_unrealized_loss–Set the unrealized loss for a given instrument.
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unrealized_pnl–Get the unrealized profit and loss for a given instrument.
get_unrealized_gain(instrument: Instrument) -> float
Get the unrealized gain for a given instrument.
get_unrealized_loss(instrument: Instrument) -> float
Get the unrealized loss for a given instrument.
remove_instrument(instrument: Instrument) -> None
Remove an instrument from the tracker.
set_unrealized_gain(
instrument: Instrument, unrealized_gain: float
) -> None
Set the unrealized gain for a given instrument.
set_unrealized_loss(
instrument: Instrument, unrealized_loss: float
) -> None
Set the unrealized loss for a given instrument.
unrealized_pnl(instrument: Instrument) -> float
Get the unrealized profit and loss for a given instrument.
UnrealizedOCIGainLossTracker()
Bases: UnrealizedGainLossTracker
A class to track unrealized OCI gain/loss for FVOCI instruments.
Methods:
-
add_instrument–Add an instrument to the tracker.
-
get_unrealized_gain–Get the unrealized gain for a given instrument.
-
get_unrealized_loss–Get the unrealized loss for a given instrument.
-
remove_instrument–Remove an instrument from the tracker.
-
set_unrealized_gain–Set the unrealized gain for a given instrument.
-
set_unrealized_loss–Set the unrealized loss for a given instrument.
-
unrealized_pnl–Get the unrealized profit and loss for a given instrument.
get_unrealized_gain(instrument: Instrument) -> float
Get the unrealized gain for a given instrument.
get_unrealized_loss(instrument: Instrument) -> float
Get the unrealized loss for a given instrument.
remove_instrument(instrument: Instrument) -> None
Remove an instrument from the tracker.
set_unrealized_gain(
instrument: Instrument, unrealized_gain: float
) -> None
Set the unrealized gain for a given instrument.
set_unrealized_loss(
instrument: Instrument, unrealized_loss: float
) -> None
Set the unrealized loss for a given instrument.
unrealized_pnl(instrument: Instrument) -> float
Get the unrealized profit and loss for a given instrument.
UnrealizedTradingGainLossTracker()
Bases: UnrealizedGainLossTracker
A class to track unrealized trading gain/loss for FVTPL instruments.
Methods:
-
add_instrument–Add an instrument to the tracker.
-
get_unrealized_gain–Get the unrealized gain for a given instrument.
-
get_unrealized_loss–Get the unrealized loss for a given instrument.
-
remove_instrument–Remove an instrument from the tracker.
-
set_unrealized_gain–Set the unrealized gain for a given instrument.
-
set_unrealized_loss–Set the unrealized loss for a given instrument.
-
unrealized_pnl–Get the unrealized profit and loss for a given instrument.
get_unrealized_gain(instrument: Instrument) -> float
Get the unrealized gain for a given instrument.
get_unrealized_loss(instrument: Instrument) -> float
Get the unrealized loss for a given instrument.
remove_instrument(instrument: Instrument) -> None
Remove an instrument from the tracker.
set_unrealized_gain(
instrument: Instrument, unrealized_gain: float
) -> None
Set the unrealized gain for a given instrument.
set_unrealized_loss(
instrument: Instrument, unrealized_loss: float
) -> None
Set the unrealized loss for a given instrument.
unrealized_pnl(instrument: Instrument) -> float
Get the unrealized profit and loss for a given instrument.