DOC: move pricing mechanismn

attack68 · Aug 8, 2023 · 9297b52 · 9297b52
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diff --git a/docs/source/g_mechanisms.rst b/docs/source/g_mechanisms.rst
@@ -7,6 +7,18 @@ Pricing Mechanisms
 Summary
 **************************
 
+*Rateslib's* API design for valuing and obtaining risk sensitivities of *Instruments*
+follows the first two :ref:`pillars of its design philosophy:<pillars-doc>`
+
+1) Maximise flexibility : minimise user input,
+2) Prioritise risk sensitivities above valuation.
+
+This means the arguments required for the
+:meth:`Instrument.npv()<rateslib.instruments.BaseMixin.npv>`,
+:meth:`Instrument.delta()<rateslib.instruments.Sensitivities.delta>` and
+:meth:`Instrument.gamma()<rateslib.instruments.Sensitivities.gamma>`
+
+
 The pricing mechanisms in ``rateslib`` require ``Instruments`` and
 ``Curves``. ``fx`` objects (usually ``FXForwards``) may also be required
 (for multi-currency instruments), and these

diff --git a/docs/source/i_about.rst b/docs/source/i_about.rst
@@ -29,6 +29,8 @@ early 2024 under the working title of *Coding Interest Rates: FX, Swaps and Bond
   :target: https://www.amazon.com/Pricing-Trading-Interest-Rate-Derivatives/dp/0995455538
   :width: 92
 
+.. _pillars-doc:
+
 Five Pillars of Rateslib's Design Philosophy
 *********************************************