pricing.PortfolioPrice
Prices of a portfolio’s components and of the portfolio as a whole.
Usage
pricing.PortfolioPrice()Returned by price_portfolio.
Attributes
| Name | Description |
|---|---|
| allocated | Each component’s share of the portfolio price; these add up to |
| standalone | Each component priced on its own. |
| total | The portfolio, priced on the total of its components. |
allocated
Each component’s share of the portfolio price; these add up to
allocated: list[Price]
standalone
Each component priced on its own.
standalone: list[Price]
total
The portfolio, priced on the total of its components.
total: Price
Methods
| Name | Description |
|---|---|
| components() | Component keys, one tuple per component. |
| diversification() | Premium saved by writing the components together: the sum of the |
components()
Component keys, one tuple per component.
Usage
components()Returns
list of tuple
diversification()
Premium saved by writing the components together: the sum of the
Usage
diversification()standalone premiums less the portfolio premium.
Returns
float