sdk.lusid.models.equity_option.EquityOption¶

class EquityOption(start_date=None, option_maturity_date=None, option_settlement_date=None, delivery_type=None, option_type=None, strike=None, dom_ccy=None, underlying_identifier=None, code=None, equity_option_type=None, number_of_shares=None, premium=None, exercise_type=None, instrument_type=None, local_vars_configuration=None)[source]¶

Bases: object

NOTE: This class is auto generated by OpenAPI Generator. Ref: https://openapi-generator.tech

Do not edit the class manually.

EquityOption - a model defined in OpenAPI”

Parameters:

start_date (datetime) – The start date of the instrument. This is normally synonymous with the trade-date. (required)
option_maturity_date (datetime) – The maturity date of the option. (required)
option_settlement_date (datetime) – The settlement date of the option. (required)
delivery_type (str) – Is the option cash settled or physical delivery of option Supported string (enumeration) values are: [Cash, Physical]. (required)
option_type (str) – Type of optionality for the option Supported string (enumeration) values are: [Call, Put]. (required)
strike (float) – The strike of the option. (required)
dom_ccy (str) – The domestic currency of the instrument. (required)
underlying_identifier (str) – The market identifier type of the underlying code, e.g RIC. Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode]. (required)
code (str) – The identifying code for the equity underlying, e.g. ‘IBM.N’. (required)
equity_option_type (str) – Equity option types. E.g. Vanilla (default), RightsIssue, Warrant. Supported string (enumeration) values are: [Vanilla, RightsIssue, Warrant].
number_of_shares (float) – The amount of shares to exchange if the option is exercised.
premium (lusid.Premium) –
exercise_type (str) – Type of optionality that is present; European, American. Supported string (enumeration) values are: [European, American].
instrument_type (str) – The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan (required)

Methods

`to_dict`	Returns the model properties as a dict
`to_str`	Returns the string representation of the model

Attributes

`attribute_map`
`code`	E501
`delivery_type`	E501
`dom_ccy`	E501
`equity_option_type`	E501
`exercise_type`	E501
`instrument_type`	E501
`number_of_shares`	E501
`openapi_types`
`option_maturity_date`	E501
`option_settlement_date`	E501
`option_type`	E501
`premium`	E501
`required_map`
`start_date`	E501
`strike`	E501
`underlying_identifier`	E501

property code¶

E501

The identifying code for the equity underlying, e.g. ‘IBM.N’. # noqa: E501

Returns:: The code of this EquityOption. # noqa: E501
Return type:: str
Type:: Gets the code of this EquityOption. # noqa

property delivery_type¶

E501

Is the option cash settled or physical delivery of option Supported string (enumeration) values are: [Cash, Physical]. # noqa: E501

Returns:: The delivery_type of this EquityOption. # noqa: E501
Return type:: str
Type:: Gets the delivery_type of this EquityOption. # noqa

property dom_ccy¶

E501

The domestic currency of the instrument. # noqa: E501

Returns:: The dom_ccy of this EquityOption. # noqa: E501
Return type:: str
Type:: Gets the dom_ccy of this EquityOption. # noqa

property equity_option_type¶

E501

Equity option types. E.g. Vanilla (default), RightsIssue, Warrant. Supported string (enumeration) values are: [Vanilla, RightsIssue, Warrant]. # noqa: E501

Returns:: The equity_option_type of this EquityOption. # noqa: E501
Return type:: str
Type:: Gets the equity_option_type of this EquityOption. # noqa

property exercise_type¶

E501

Type of optionality that is present; European, American. Supported string (enumeration) values are: [European, American]. # noqa: E501

Returns:: The exercise_type of this EquityOption. # noqa: E501
Return type:: str
Type:: Gets the exercise_type of this EquityOption. # noqa

property instrument_type¶

E501

The available values are: QuotedSecurity, InterestRateSwap, FxForward, Future, ExoticInstrument, FxOption, CreditDefaultSwap, InterestRateSwaption, Bond, EquityOption, FixedLeg, FloatingLeg, BespokeCashFlowsLeg, Unknown, TermDeposit, ContractForDifference, EquitySwap, CashPerpetual, CapFloor, CashSettled, CdsIndex, Basket, FundingLeg, FxSwap, ForwardRateAgreement, SimpleInstrument, Repo, Equity, ExchangeTradedOption, ReferenceInstrument, ComplexBond, InflationLinkedBond, InflationSwap, SimpleCashFlowLoan # noqa: E501

Returns:: The instrument_type of this EquityOption. # noqa: E501
Return type:: str
Type:: Gets the instrument_type of this EquityOption. # noqa

property number_of_shares¶

E501

The amount of shares to exchange if the option is exercised. # noqa: E501

Returns:: The number_of_shares of this EquityOption. # noqa: E501
Return type:: float
Type:: Gets the number_of_shares of this EquityOption. # noqa

property option_maturity_date¶

E501

The maturity date of the option. # noqa: E501

Returns:: The option_maturity_date of this EquityOption. # noqa: E501
Return type:: datetime
Type:: Gets the option_maturity_date of this EquityOption. # noqa

property option_settlement_date¶

E501

The settlement date of the option. # noqa: E501

Returns:: The option_settlement_date of this EquityOption. # noqa: E501
Return type:: datetime
Type:: Gets the option_settlement_date of this EquityOption. # noqa

property option_type¶

E501

Type of optionality for the option Supported string (enumeration) values are: [Call, Put]. # noqa: E501

Returns:: The option_type of this EquityOption. # noqa: E501
Return type:: str
Type:: Gets the option_type of this EquityOption. # noqa

property premium¶

E501

Returns:: The premium of this EquityOption. # noqa: E501
Return type:: lusid.Premium
Type:: Gets the premium of this EquityOption. # noqa

property start_date¶

E501

The start date of the instrument. This is normally synonymous with the trade-date. # noqa: E501

Returns:: The start_date of this EquityOption. # noqa: E501
Return type:: datetime
Type:: Gets the start_date of this EquityOption. # noqa

property strike¶

E501

The strike of the option. # noqa: E501

Returns:: The strike of this EquityOption. # noqa: E501
Return type:: float
Type:: Gets the strike of this EquityOption. # noqa

to_dict(serialize=False)[source]¶: Returns the model properties as a dict

to_str()[source]¶: Returns the string representation of the model

property underlying_identifier¶

E501

The market identifier type of the underlying code, e.g RIC. Supported string (enumeration) values are: [LusidInstrumentId, Isin, Sedol, Cusip, ClientInternal, Figi, RIC, QuotePermId, REDCode, BBGId, ICECode]. # noqa: E501

Returns:: The underlying_identifier of this EquityOption. # noqa: E501
Return type:: str
Type:: Gets the underlying_identifier of this EquityOption. # noqa