EquityIndexOTCDigitalOption

class sigtech.framework.instruments.digital_options.EquityIndexOTCDigitalOption

Baseclasses: DigitalOptionBase, EquityIndexOTCOption

A class implementing an OTC equity index digital option.

Example creation:

instr = sig.EquityIndexOTCDigitalOption(
    currency='USD',
    start_date=dtm.date(2017, 11, 2),
    strike=2700,
    maturity_date=dtm.date(2018, 1, 8),
    underlying='SPX INDEX'
)