new instruments, measures, docs and mwgq (#108)

goldmansachs · Apr 30, 2020 · 6ba2e66 · 6ba2e66
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diff --git a/docs/README.md b/docs/README.md
@@ -0,0 +1,15 @@
+# Overview
+
+Sphinx-generated documentation for gs-quant codebase
+
+If you're looking for tutorials and other developer docs, check out [the developer-site repo](https://gitlab.gs.com/marquee/aurora/developer-site/).
+
+# Important Links
+
+- [GS Developer Marketing](https://developer.gs.com/discover/products/gs-quant/)
+- [GS Developer Docs](https://developer.gs.com/docs/gsquant/)
+
+# Contacts
+
+- Symphony room: gs_quant, GS Developer Site
+- Distribution list: gs-quant@gs.com
diff --git a/docs/classes/gs_quant.base.Priceable.rst b/docs/classes/gs_quant.base.Priceable.rst
@@ -1,4 +1,4 @@
-gs\_quant.base.Priceable
+Priceable
 ========================
 
 .. currentmodule:: gs_quant.base

diff --git a/docs/classes/gs_quant.data.DataContext.rst b/docs/classes/gs_quant.data.DataContext.rst
@@ -0,0 +1,33 @@
+DataContext
+==========================
+
+.. currentmodule:: gs_quant.data
+
+.. autoclass:: DataContext
+
+
+   .. automethod:: __init__
+
+
+   .. rubric:: Methods
+
+   .. autosummary::
+
+      ~DataContext.__init__
+      ~DataContext.default_value
+
+
+
+
+
+   .. rubric:: Attributes
+
+   .. autosummary::
+
+      ~DataContext.end_date
+      ~DataContext.end_time
+      ~DataContext.is_entered
+      ~DataContext.start_date
+      ~DataContext.start_time
+
+
diff --git a/docs/classes/gs_quant.data.Dataset.rst b/docs/classes/gs_quant.data.Dataset.rst
@@ -1,4 +1,4 @@
-gs\_quant.data.Dataset
+Dataset
 ======================
 
 .. currentmodule:: gs_quant.data

diff --git a/docs/classes/gs_quant.data.Fields.rst b/docs/classes/gs_quant.data.Fields.rst
@@ -0,0 +1,40 @@
+Fields
+=====================
+
+.. currentmodule:: gs_quant.data
+
+.. autoclass:: Fields
+
+
+   .. automethod:: __init__
+
+
+
+
+
+
+   .. rubric:: Attributes
+
+   .. autosummary::
+
+      ~Fields.ADJUSTED_ASK_PRICE
+      ~Fields.ADJUSTED_BID_PRICE
+      ~Fields.ADJUSTED_HIGH_PRICE
+      ~Fields.ADJUSTED_LOW_PRICE
+      ~Fields.ADJUSTED_TRADE_PRICE
+      ~Fields.ADJUSTED_VOLUME
+      ~Fields.ASK_PRICE
+      ~Fields.BID_PRICE
+      ~Fields.CLOSE_PRICE
+      ~Fields.EXPIRATION_DATE
+      ~Fields.HIGH_PRICE
+      ~Fields.LOW_PRICE
+      ~Fields.MID_PRICE
+      ~Fields.OPEN_PRICE
+      ~Fields.TENOR
+      ~Fields.TRADE_PRICE
+      ~Fields.UPDATE_TIME
+      ~Fields.VAR_SWAP
+      ~Fields.VOLUME
+
+
diff --git a/docs/classes/gs_quant.instrument.CommodOTCSwap.rst b/docs/classes/gs_quant.instrument.CommodOTCSwap.rst
@@ -0,0 +1,45 @@
+CommodOTCSwap
+=============
+
+For methods of this class, see :doc:`gs_quant.base.Priceable`
+
+.. currentmodule:: gs_quant.instrument
+
+.. autoclass:: CommodOTCSwap
+
+
+   .. rubric:: Properties
+
+
+
+
+
+   .. autoattribute:: end
+
+
+   .. autoattribute:: legs
+
+
+   .. autoattribute:: number_of_periods
+
+
+   .. autoattribute:: quantity
+
+
+   .. autoattribute:: quantity_period
+
+
+   .. autoattribute:: quantity_unit
+
+
+   .. autoattribute:: settlement
+
+
+   .. autoattribute:: start
+
+
+   .. autoattribute:: strategy
+
+
+
+
diff --git a/docs/classes/gs_quant.instrument.EqCliquet.rst b/docs/classes/gs_quant.instrument.EqCliquet.rst
@@ -0,0 +1,60 @@
+EqCliquet
+=========
+
+For methods of this class, see :doc:`gs_quant.base.Priceable`
+
+.. currentmodule:: gs_quant.instrument
+
+.. autoclass:: EqCliquet
+
+
+   .. rubric:: Properties
+
+
+
+
+
+   .. autoattribute:: currency
+
+
+   .. autoattribute:: expiration_date
+
+
+   .. autoattribute:: first_valuation_date
+
+
+   .. autoattribute:: global_cap
+
+
+   .. autoattribute:: global_floor
+
+
+   .. autoattribute:: last_valuation_date
+
+
+   .. autoattribute:: notional_amount
+
+
+   .. autoattribute:: payment_frequency
+
+
+   .. autoattribute:: return_style
+
+
+   .. autoattribute:: return_type
+
+
+   .. autoattribute:: strike_price
+
+
+
+   .. autoattribute:: underlier
+
+
+   .. autoattribute:: underlier_type
+
+
+   .. autoattribute:: valuation_period
+
+
+
diff --git a/docs/classes/gs_quant.instrument.EqForward.rst b/docs/classes/gs_quant.instrument.EqForward.rst
@@ -0,0 +1,33 @@
+EqForward
+=========
+
+For methods of this class, see :doc:`gs_quant.base.Priceable`
+
+.. currentmodule:: gs_quant.instrument
+
+.. autoclass:: EqForward
+
+
+   .. rubric:: Properties
+
+
+
+
+
+   .. autoattribute:: expiration_date
+
+
+   .. autoattribute:: forward_price
+
+
+   .. autoattribute:: number_of_shares
+
+
+
+   .. autoattribute:: underlier
+
+
+   .. autoattribute:: underlier_type
+
+
+
diff --git a/docs/classes/gs_quant.instrument.EqOption.rst b/docs/classes/gs_quant.instrument.EqOption.rst
@@ -13,11 +13,8 @@ For methods of this class, see :doc:`gs_quant.base.Priceable`
 
 
 
-   .. autoattribute:: asset
 
-
-
-   .. autoattribute:: currency
+   .. autoattribute:: buy_sell
 
 
    .. autoattribute:: exchange
@@ -26,6 +23,9 @@ For methods of this class, see :doc:`gs_quant.base.Priceable`
    .. autoattribute:: expiration_date
 
 
+   .. autoattribute:: method_of_settlement
+
+
    .. autoattribute:: multiplier
 
 
@@ -41,11 +41,32 @@ For methods of this class, see :doc:`gs_quant.base.Priceable`
    .. autoattribute:: premium
 
 
+   .. autoattribute:: premium_currency
+
+
+   .. autoattribute:: premium_payment_date
+
+
+   .. autoattribute:: settlement_currency
+
+
    .. autoattribute:: settlement_date
 
 
    .. autoattribute:: strike_price
 
 
+   .. autoattribute:: trade_as
+
+
+
+   .. autoattribute:: underlier
+
+
+   .. autoattribute:: underlier_type
+
+
+   .. autoattribute:: valuation_time
+
 
 
diff --git a/docs/classes/gs_quant.instrument.EqSynthetic.rst b/docs/classes/gs_quant.instrument.EqSynthetic.rst
@@ -0,0 +1,39 @@
+EqSynthetic
+===========
+
+For methods of this class, see :doc:`gs_quant.base.Priceable`
+
+.. currentmodule:: gs_quant.instrument
+
+.. autoclass:: EqSynthetic
+
+
+   .. rubric:: Properties
+
+
+
+
+
+   .. autoattribute:: currency
+
+
+   .. autoattribute:: effective_date
+
+
+   .. autoattribute:: notional_amount
+
+
+   .. autoattribute:: strike_price
+
+
+   .. autoattribute:: swap_type
+
+
+
+   .. autoattribute:: underlier
+
+
+   .. autoattribute:: underlier_type
+
+
+
diff --git a/docs/classes/gs_quant.instrument.EqVarianceSwap.rst b/docs/classes/gs_quant.instrument.EqVarianceSwap.rst
@@ -0,0 +1,39 @@
+EqVarianceSwap
+==============
+
+For methods of this class, see :doc:`gs_quant.base.Priceable`
+
+.. currentmodule:: gs_quant.instrument
+
+.. autoclass:: EqVarianceSwap
+
+
+   .. rubric:: Properties
+
+
+
+
+
+   .. autoattribute:: expiration_date
+
+
+   .. autoattribute:: premium
+
+
+   .. autoattribute:: settlement_date
+
+
+   .. autoattribute:: strike_price
+
+
+
+   .. autoattribute:: underlier
+
+
+   .. autoattribute:: underlier_type
+
+
+   .. autoattribute:: variance_cap
+
+
+