Source code for RiskQuantLib.Instrument.instrument
#!/usr/bin/python
#coding = utf-8
import numpy as np
import pandas as pd
from QuantLib import Instrument
from RiskQuantLib.Auto.Instrument.instrument import instrumentAuto
#<import>
#</import>
[docs]class instrument(Instrument,instrumentAuto):
"""
This is the instrument basic class. Any instrument should inherit from this class.
"""
#<init>
def __init__(self,codeString,nameString,instrumentTypeString = 'Instrument'):
self.code = codeString
self.name = nameString
self.instrumentType = instrumentTypeString
#</init>
#<getitem>
def __getitem__(self, item):
return getattr(self,item,np.nan)
#</getitem>
#<str>
def __str__(self):
return self.code
#</str>
#<initQuantLib>
[docs] def iniPricingModule(self,*args):
Instrument.__init__(self,*args)
#</initQuantLib>
#<instrument>
#</instrument>