94 lines
1.6 KiB
Python
94 lines
1.6 KiB
Python
from dataclasses import dataclass
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from datetime import datetime
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from typing import List, Optional
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@dataclass
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class HistPriceULModel:
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id_underlyings: int
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sottostante: str
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px_close: float
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px_date: datetime
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@dataclass
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class DetailsULModel:
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id_underlyings: int
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sottostante: str
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maturity_date: Optional[datetime]
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last_price: float
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strike: float
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spot_price_normalized: float
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dividend: float
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volatility: float
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days_to_maturity: int
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tasso_interesse: float
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@dataclass
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class DetailsEventModel:
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days_to_obs: int
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days_to_ex_date: int
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days_to_obs_y_fract: float
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coupon_value: float
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coupon_trigger: float
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autocall_value: float
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autocall_trigger: float
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memory: int
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@dataclass
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class DetailsCTFModel:
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tasso_interesse: float
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days_to_maturity: int
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pdi_style: str
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pdi_strike: float
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pdi_barrier: float
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capital_value: float
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nominal_amount: float
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bid: float
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ask: float
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last_date_price: datetime
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coupon_in_memory: float
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prot_min_val: float
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air_bag: int
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fattore_airbag: float
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one_star: int
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trigger_onestar: float
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twin_win: int
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sigma: int
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relief: int
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domino: int
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category: str
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cap: float
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leva: float
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@dataclass
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class FairValues:
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isin: str
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fair_value: float
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@dataclass
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class GarchParams:
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omega: float
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alpha: float
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beta: float
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sigma0: float
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@dataclass
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class UnderlyingStats:
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nome: str
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prezzi: List[float]
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log_returns: List[float]
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volatility: float
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@dataclass
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class PrezziSottostanti:
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id_underlyings: int
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sottostante: str
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prezzi_close: List[float]
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