Superclass for all instrument objects.
- name (string): name of object
- id (string): id of object
- description (string): description of object
- type (string): instrument type in list [cash, bond, debt, forward,
option, sensitivity, synthetic, capfloor, stochastic, swaption]
- currency (string): ISO code of currency
- base_value (float): actual base (spot) value of object
- asset_class (sring): instrument asset class
The constructor of the instrument class constructs an object with the
following properties and inherits them to all sub classes:
- name: name of object
- id: id of object
- description: description of object
- value_base: actual base (spot) value of object
- currency: ISO code of currency
- asset_class: instrument asset class
- type: type of instrument class (Bond,Forward,...)
- value_stress: vector with values under stress scenarios
- value_mc: matrix with values under MC scenarios (values per timestep
per column)
- timestep_mc: MC timestep per column (cell string)
