derivitec.core.client.DerivitecClient.get_pricing_details

DerivitecClient.get_pricing_details(contract, pricing_date, mkt_data_date, reporting_currency, market_data_override=None, market_data_environment_name=None, market_data_environment_names=None, equity_indices_to_decompose=None)[source]

Get pricing details from a contract

Parameters:

  • contract (derivitec.tradables.types.Contract) – The contract.

  • pricing_date (datetime.datetime) – The pricing date.

  • mkt_data_date (datetime.datetime) – The market data date.

  • reporting_currency (str) – The reporting currency.

  • market_data_override (derivitec.market_data.types.MarketDataOverride) – The market data override.

  • market_data_environment_name (str) – The market data environment name.

  • equity_indices_to_decompose (dict[derivitec.misc.types.InstrumentIdentifier,bool]) – The equity indices to decompose with flag to control spot calculation of index. {InstrumentIdenfitifer : bool}

Return type:

derivitec.tradables.response.ApiPricingDetailsForContractResponse

Code

>>> from datetime import datetime
>>> contract = ContractBuilder.CreateCash(),
>>> pricing_date = datetime(2016, 10, 13)
>>> mkt_data_date = datetime(2016, 10, 13)
>>> reporting_currency = "USD"
>>> market_data_override = MarketDataOverride(equity_spot_overrides = {ric(".SPX"):3000})
>>> market_data_environment_name = "Example Market Data Environment"
>>> client.get_pricing_details(contract, pricing_date, mkt_data_date, reporting_currency, market_data_override)