Quotes Module¶

Quotes¶

SimpleQuote¶

class pyquantlib.SimpleQuote¶

Bases: Quote

Simple quote for market data.

__init__(*args, **kwargs)¶

Overloaded function.

__init__() -> None

Constructs an invalid SimpleQuote.

__init__(value: SupportsFloat | SupportsIndex) -> None

Constructs a SimpleQuote with the given value.

isValid() → bool¶: Returns true if the quote holds a valid value.

reset() → None¶: Resets the quote to an invalid state.

setValue(value: SupportsFloat | SupportsIndex) → float¶: Sets the quote value and notifies observers.

value() → float¶: Returns the current value.

spot = ql.SimpleQuote(100.0)
spot.setValue(105.0)
print(spot.value())  # 105.0

DerivedQuote¶

class pyquantlib.DerivedQuote¶

Bases: Quote

Quote derived from another quote using a unary function.

__init__(quote: QuoteHandle, function: collections.abc.Callable) → None¶: Creates a derived quote from another quote and a Python function.

CompositeQuote¶

class pyquantlib.CompositeQuote¶

Bases: Quote

Quote composed from two quotes using a binary function.

__init__(quote1: QuoteHandle, quote2: QuoteHandle, function: collections.abc.Callable) → None¶: Creates a composite quote from two quotes and a Python function.

QuoteHandle¶

class pyquantlib.QuoteHandle¶

Bases: pybind11_object

Handle to Quote objects

__init__(*args, **kwargs)¶

Overloaded function.

__init__() -> None

Creates an empty handle.

__init__(ptr: object, registerAsObserver: bool = True) -> None

Creates a handle linked to the given object.

asObservable() → Observable¶: Converts to Observable for observer registration.

currentLink() → base.Quote¶: Returns the shared_ptr to the current object link.

empty() → bool¶: Returns true if the handle is empty.

get() → base.Quote¶: Returns the underlying shared_ptr. Raises error if empty.

RelinkableQuoteHandle¶

class pyquantlib.RelinkableQuoteHandle¶

Bases: QuoteHandle

Relinkable handle to Quote objects

__init__(*args, **kwargs)¶

Overloaded function.

__init__() -> None

Creates an empty relinkable handle.

__init__(ptr: object, registerAsObserver: bool = True) -> None

Creates a relinkable handle linked to the given object.

linkTo(ptr: object = None, registerAsObserver: bool = True) → None¶: Links the handle to a new object instance. Notifies observers.

spot = ql.SimpleQuote(100.0)
handle = ql.QuoteHandle(spot)

# Relinkable handles can be redirected
relinkable = ql.RelinkableQuoteHandle(spot)
new_spot = ql.SimpleQuote(105.0)
relinkable.linkTo(new_spot)

Observer Pattern¶

Quotes participate in QuantLib’s observer pattern. When a quote’s value changes, all dependent calculations are automatically invalidated:

spot = ql.SimpleQuote(100.0)
# ... create option using spot handle ...

npv1 = option.NPV()  # computed with spot = 100
spot.setValue(105.0)
npv2 = option.NPV()  # automatically recomputed with spot = 105