semvec/pypi-packages huggingface dataset:
tdone 0.1.4
TD ONE: A Python Package for Banking and Pricing
License: BSD 2-clause

Installation
============

``$ pip install tdone``

Top level coding, reading from the standard input, responding in the stdout with ``print()``
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.. code:: python

   from sys import stdin
   import json
   import statistics
   from tdone.pricer import SimpleResponse

   new_quote = SimpleResponse()

   # Get quotation request details as json
   request = stdin.read()
   details = json.loads(request)

   if details.get("legs") is None or len(details["legs"]) == 0:
       new_quote.error("No legs found")
       print(new_quote)
       exit(1)

   only_leg = details["legs"][0]
   if only_leg.get("notional") is None or only_leg.get("currency") is None:
       new_quote.error("No notional or currency found")
       print(new_quote)
       exit(1)

   notional = only_leg["notional"]
   currency = only_leg["currency"]

   # Get market data
   with open(f"{currency}.mktdata") as f:
       market_data = json.load(f)

   # Calculate
   if notional < 0:
       new_quote.error(f"Negative notional value {notional}")
   else:
       new_quote.value = notional * statistics.mean(market_data)

   print(new_quote)

One function for one model, reading the market data from real-time updates from RabbitMQ and returning values as a function
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.. code:: python

   from tdone.pricer import InstrumentPricer, MissingDataException, CalculationError

   class InterestLinkedProductPricer(InstrumentPricer):
       async def async_price(self, quotation_request, quote):
           only_leg = quotation_request.legs[0]

           # Get market data
           curve = self.marketdata.zero_rate_curve(only_leg.currency, quotation_request.value_date)
           if len(curve) == 0:
               quote.warning(f"{only_leg.currency} curve is missing. Defaulting to USD zero curve")
               curve = self.marketdata.zero_rate_curve("USD", quotation_request.value_date)
               # To stop the calculation, use `throw MissingDataException()``
           
           subsequent_zero_rate = None
           for zero_rate in curve:
               if zero_rate.maturity > only_leg.maturity:
                   subsequent_zero_rate = zero_rate.rate
                   break

           if subsequent_zero_rate is None:
               quote.error(f"No subsequent zero rate found for {only_leg.maturity}")
               raise MissingDataException()

           if subsequent_zero_rate == 0.0 or subsequent_zero_rate is 1.0:
               quote.error(f"Subsequent zero rate is {subsequent_zero_rate}")
               raise CalculationError()

           quote.value = 100.0 * only_leg.notional (1 + subsequent_zero_rate)
           return quote