Equity Forward
financepy.products.equity.equity_forward
Classes
EquityForward
EquityForward(expiry_dt: financepy.utils.date.Date, forward_price: float, notional: float, long_short: financepy.utils.global_types.LongShortTypes = <LongShortTypes.LONG: 1>)
Contract to buy or sell a stock in future at a price agreed today.
Methods
value
value(self, value_dt, stock_price, discount_curve, dividend_curve)
Calculate the value of an equity forward contract from the stock
price and discount and dividend discount.
forward
forward(self, value_dt, stock_price, discount_curve, dividend_curve)
Calculate the value of an equity forward contract from the stock
price and discount and dividend discount.
Generated automatically from the FinancePy source code.
Do not edit this file manually.