MakeFxOption

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

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

Stores copied construction parameters.

Parameters:

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

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

  • strike (float | Mapping[str, Any] | str) – Numeric absolute exercise price in quote-currency units per base unit. The runtime requires a number; ATM strings and tagged Strike objects are not accepted by this wrapper.

  • option_type (OptionType | str) – Call or Put on the base currency, as an enum or case-insensitive name.

  • base_currency (_CurrencyLike) – Underlying/base currency enum or alphabetic code; Trade carries position size.

  • quote_currency (_CurrencyLike) – Quote/payment currency enum or alphabetic code used for the strike.

  • 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.