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Derivatives

Derivatives are tradable contracts whose contract terms live outside the core AssetTable.

The current implemented derivative workflow is futures on indexes. The future contract itself is a canonical Asset with asset_type="future", while FutureAssetDetailsTable stores contract terms and references an IndexTable underlying.

Scope

Derivatives docs own:

  • derivative asset type conventions;
  • detail-table relationships for contract-specific fields;
  • user-facing derivative API workflows under msm.api.derivatives;
  • references from derivative contracts to non-asset underlyings such as IndexTable.

They do not own timestamped market data or pricing engines. Historical prices belong in DataNodes, and valuation-specific runtime code belongs in optional pricing packages.

Primary Modules

  • msm.models.derivatives: SQLAlchemy MetaTable declarations for derivative contract details.
  • msm.api.derivatives: user-facing typed derivative APIs.
  • msm.models.indices: index reference data used by index-underlying futures.
  • msm.api.indices: user-facing typed index APIs.