gs-quant-overview

Call GsSession.use() with an environment, client_id, client_secret, and scopes such as run_analytics. Internal Goldman Sachs users can omit credentials to use Kerberos or pass-through authentication automatically.

Call the resolve() method on an instrument such as IRSwap to send it to the GS pricing service, which fills in missing parameters like the par fixed rate. Pass in_place=False to receive a resolved copy instead of modifying the original.

FX options without an explicit premium are resolved with a premium that offsets the option value, making DollarPrice zero. Set premium=0 at construction to see the actual present value, or use the FairPremium risk measure instead.

Yes, HistoricalPricingContext prices instruments across a date range using close-of-business market data for each date. Results return as pandas Series indexed by date, and it supports explicit date lists or a number of business days.

The Dataset class accesses Marquee datasets such as TREOD for equities end-of-day data and FXIVOL_STANDARD for FX implied volatility. Use get_data with symbol dimension filters like bbid, and get_coverage to list available assets.

Build a Strategy from Trigger and Action objects, then run it with GenericEngine over a date range. Results include a P&L summary DataFrame, trade ledger, and performance statistics such as Sharpe ratio and max drawdown.