Equity Class

Description

Creates an Equity object

Arguments

Notional

The notional amount of the trade

MTM

The mark-to-market valuation of the trade

Currency

The currency set that the trade belongs to

BuySell

Takes the values of either 'Buy' or 'Sell'

ISIN

the ISIN of the Equity

traded_price

the price that trade was done

Issuer

the issuer of the stock

Value

An object of type Equity

Author(s)

Tasos Grivas <tasos@openriskcalculator.com>

Examples

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tr1 = Equity(external_id="ext1",Notional=10000,MtM=30,Currency="EUR",BuySell='Buy',
traded_price = 10,ISIN = "XS04340432",Issuer='FirmA')