finsec.options module

finsec.options.American(**kwargs) → Option

Creates option derivative. See NewOption for kwargs.

finsec.options.European(**kwargs) → Option

Creates option derivative. See NewOption for kwargs.

finsec.options.NewOption(underlying_security: Security, exercise_style: OptionExerciseStyle, multiplier: Multiplier, expiry_time_of_day: ExpiryTimeOfDay, strike: CurrencyQty, callput: str, expiry_date: date | datetime | str, settlement_type: SettlementType = SettlementType.UNKNOWN, expiry_series_type: ExpirySeriesType = ExpirySeriesType.UNKNOWN, primary_exc: Exchange | None = None, currency: Security | SecurityReference | None = None, identifiers: List[SecurityIdentifier] | None = None, website: str | None = None, gsid: GSID | None = None, description: str | None = None) → Option