finsec.misc module#

finsec.misc.determine_option_subtype(underlying_security: Security, currency: Security) → SecuritySubtype[source]#

Returns the option subtype implied from underlyer and supplied currency.

finsec.misc.get_deriv_currency(underlying_security: Security, currency: Security | None = None) → SecurityReference[source]#

Returns the derivative currency implied from underlyer and supplied currency.

finsec.misc.get_flavor(callput: str | OptionFlavor) → OptionFlavor[source]#
finsec.misc.get_future_exercise(expiry_date: date | datetime | str, settlement_type: SettlementType, expiry_time_of_day: ExpiryTimeOfDay = ExpirySeriesType.UNKNOWN, expiry_series_type: ExpirySeriesType = ExpirySeriesType.UNKNOWN) → ForwardExercise[source]#

Returns the exercise object from supplied info.

finsec.misc.get_option_exercise(expiry_date: date | datetime | str, style: OptionExerciseStyle, settlement_type: SettlementType, expiry_time_of_day: ExpiryTimeOfDay = ExpirySeriesType.UNKNOWN, expiry_series_type: ExpirySeriesType = ExpirySeriesType.UNKNOWN) → OptionExercise[source]#

Returns the exercise object from supplied info.

finsec.misc.get_settlement_type(underlyer: Security, settlement_type: SettlementType | None) → SettlementType[source]#

Returns the implied settlement type available for a given underlyer and specified type.

finsec.misc.is_physical_settlement_available(security: Security) → bool[source]#