Basic STK Example

Contract Definition

import pandas as pd
from awesome_actus_lib import STK, PublicActusService

contract = STK(
    contractID="stk01",
    contractRole="RPA",
    contractDealDate="2012-12-28T00:00:00",
    statusDate="2012-12-30T00:00:00",
    notionalPrincipal=1000,
    currency="USD",
    purchaseDate="2013-01-01T00:00:00",
    priceAtPurchaseDate=1100,
    endOfMonthConvention="EOM",
    quantity=1,
    creatorID="Creator-01",
    counterpartyID="Counterparty-01"
)

service = PublicActusService()
event_stream = service.generateEvents(portfolio=contract, riskFactors=[])
print(event_stream.events_df)

Generated Events

type	time	payoff	currency	nominalValue	nominalRate	nominalAccrued	contractId
PRD	2013-01-01T00:00	-1100	USD	0	0	0	stk01