feat(DATA-002): add live GLD options chain data via yfinance

app/models/portfolio.py

@@ -1,14 +1,66 @@
-"""Portfolio configuration models with validation and persistence."""
+"""Portfolio configuration and domain portfolio models."""
 
 from __future__ import annotations
 
 import json
-import os
-from dataclasses import dataclass, field
+from dataclasses import dataclass
 from pathlib import Path
 from typing import Any
 
 
+@dataclass(frozen=True)
+class LombardPortfolio:
+    """Lombard loan portfolio backed by physical gold."""
+
+    gold_ounces: float
+    gold_price_per_ounce: float
+    loan_amount: float
+    initial_ltv: float
+    margin_call_ltv: float
+
+    def __post_init__(self) -> None:
+        if self.gold_ounces <= 0:
+            raise ValueError("gold_ounces must be positive")
+        if self.gold_price_per_ounce <= 0:
+            raise ValueError("gold_price_per_ounce must be positive")
+        if self.loan_amount < 0:
+            raise ValueError("loan_amount must be non-negative")
+        if not 0 < self.initial_ltv < 1:
+            raise ValueError("initial_ltv must be between 0 and 1")
+        if not 0 < self.margin_call_ltv < 1:
+            raise ValueError("margin_call_ltv must be between 0 and 1")
+        if self.initial_ltv > self.margin_call_ltv:
+            raise ValueError("initial_ltv cannot exceed margin_call_ltv")
+        if self.loan_amount > self.gold_value:
+            raise ValueError("loan_amount cannot exceed current gold value")
+
+    @property
+    def gold_value(self) -> float:
+        return self.gold_ounces * self.gold_price_per_ounce
+
+    @property
+    def current_ltv(self) -> float:
+        return self.loan_amount / self.gold_value
+
+    @property
+    def net_equity(self) -> float:
+        return self.gold_value - self.loan_amount
+
+    def gold_value_at_price(self, gold_price_per_ounce: float) -> float:
+        if gold_price_per_ounce <= 0:
+            raise ValueError("gold_price_per_ounce must be positive")
+        return self.gold_ounces * gold_price_per_ounce
+
+    def ltv_at_price(self, gold_price_per_ounce: float) -> float:
+        return self.loan_amount / self.gold_value_at_price(gold_price_per_ounce)
+
+    def net_equity_at_price(self, gold_price_per_ounce: float) -> float:
+        return self.gold_value_at_price(gold_price_per_ounce) - self.loan_amount
+
+    def margin_call_price(self) -> float:
+        return self.loan_amount / (self.margin_call_ltv * self.gold_ounces)
+
+
 @dataclass
 class PortfolioConfig:
     """User portfolio configuration with validation.