Module measures 

The core’s named risk measures, and the scales a book reports them in.

Every preset object is built here from the core’s table, once per module load, and filed into one native submodule per asset class. The Python helixio.risk module re-exports those submodules; nothing on the Python side names a preset of its own.

Structs

PyPreset

A named risk measure — DV01, PAR_LADDER, CS01 — as a report is asked for it: the point it names and the scale it reports in.

PyScale

The unit a sensitivity is reported in: Scale.Unit (per unit move of the quote), Scale.Bp, Scale.Percent, Scale.VolPoint, or Scale.custom(factor).

PyScales

A book’s default scale per quantity kind: rate, spread, vol, recovery, correlation, fx, each mapped to a scale spelling.

Functions

__pyfunction_catalogue 🔒 ^⚠

catalogue 🔒

Every preset the library names, as records: name, class, measure, scale, how, requires.

register 🔒

request_of 🔒

One element of a report’s measure list: a preset, or a spelling — which may itself be a preset’s name.