MakeEquityEuropeanOption

class quantsupport.instruments.MakeEquityEuropeanOption(*, identifier: str, market_index: MarketIndex | str | Mapping[str, Any], expiry_date: Date | str | datetime.date | None = ..., strike: float | Mapping[str, Any] | str, option_type: OptionType | str, expiry_tenor: Period | str | None = ...)

Bases: MakeInstrument[EquityOption] Reusable maker for EquityOption. Both build methods return a concrete product.

Stores copied construction parameters.

Parameters:

  • identifier (str) – Product identifier for the European equity option.

  • market_index (_IndexLike) – Underlying equity index or its native serialized representation.

  • expiry_date (_DateLike | None) – Single European exercise date; ISO date strings are accepted.

  • strike (float | Mapping[str, Any] | str) – Numeric absolute exercise price per equity unit, case-insensitive “ATM”, or a native tagged Strike dictionary: {“Absolute”: value} or {“Relative”: offset}. The equity pricer uses Strike.resolve: Relative adds this offset to the forward equity price, not a percentage. This helper convention is not universal across product pricers.

  • option_type (OptionType | str) – Call or Put payoff direction, as an enum or case-insensitive name. Trade supplies the equity position size and long/short direction.

  • expiry_tenor (_PeriodLike | None) – Expiry offset from the context evaluation date. Omitted or None leaves this input unset.

Source declaration

Methods

__getitem__(key: str, /) → Any
Returns a copied construction parameter.
Parameters:

key (str) – Name of the construction parameter to read.

classmethod from_dict(parameters: Mapping[str, Any]) → Self

Creates a maker from copied construction parameters.

Parameters:

parameters (Mapping[str, Any]) – Product constructor fields and optional relative tenor fields.