Mental model

Three objects, one verb. That’s the API.

• PricingModel — calendars, day counts, curves. Built once per valuation date.
• Position — an instrument (OIS, XCCY, bond, …) wrapped in a direction (PAY / REC / LONG / SHORT) and a quantity.
• Portfolio — a bag of positions. Optional — single positions price fine on their own.

The verb is .calculate(model, requests=[...]). It returns a CalculationResult whose attributes correspond to the requests you asked for: .value, .risk, .cashflows.

→ Detailed concept diagrams (PricingModel ↔ Curve ↔ Position relationships, result-class shapes) — coming in v1.3.