derivitec.core.client.DerivitecClient.price

DerivitecClient.price(contracts, reporting_currency, pricing_date=None, mkt_data_date=None, mkt_data=None, market_data_environment_name=None)[source]

Get the prices of contracts for a market data date and pricing date or for some predefined market data.

Parameters:

  • contracts (list of Contract) – The contracts.

  • reporting_currency (str) – The reporting currency.

  • pricing_date (datetime) – The pricing date.

  • mkt_data_date (datetime) – The market data date.

  • mkt_data (MktDataContainer) – The market data

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

Return type:

derivitec.tradables.response.ApiGetPriceResponse

Code

>>> contracts = [BondByCode(code=isin("US912810FB99"))]
>>> reporting_currency = "USD"
>>> mkt_data_date = datetime(2017, 11, 1)
>>> pricing_date = datetime(2017, 11, 1)
>>> market_data_environment_name = "Example Market Data Environment"
>>> client.price(contracts,
...                   reporting_currency, 
...                   mkt_data_date=mkt_data_date,
...                   pricing_date=pricing_date)