Fx Barrier Model
financepy.models.fx_barrier_model
Functions
fx_barrier_value
fx_barrier_value(spot_fx_rate, strike_fx_rate: float, barrier_level: float, time_to_expiry: float, domestic_df: float, foreign_df: float, volatility: float, num_obs_per_year: int, barrier_type: int)
Price scalar or array-valued FX spots while preserving input shape.
Generated automatically from the FinancePy source code.
Do not edit this file manually.