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PricingResult#

A container for the results of a pricing operation.

Attributes:

Name Type Description
price float

The calculated price of the instrument.
greeks (dict[str, float], optional)

A dictionary containing calculated Greek values (e.g., 'delta', 'gamma').
implied_vol (float, optional)

The calculated Black-Scholes implied volatility.
Source code in src/quantfin/techniques/base/pricing_result.py 
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@dataclass(frozen=True)
class PricingResult:
    """
    A container for the results of a pricing operation.

    Attributes
    ----------
    price : float
        The calculated price of the instrument.
    greeks : dict[str, float], optional
        A dictionary containing calculated Greek values (e.g., 'delta', 'gamma').
    implied_vol : float, optional
        The calculated Black-Scholes implied volatility.
    """

    price: float
    greeks: dict[str, float] = field(default_factory=dict)
    implied_vol: float | None = None