equity forward

financepy.products.equity.equity_forward

Class

EquityForward

EquityForward(
    expiry_dt: Date,
    forward_price: float,
    notional: float,
    long_short: LongShortTypes = <LongShortTypes.LONG: 1>,
) -> None

Contract to buy or sell a stock in future at a price agreed today.

Methods

value


value(
    self,
    value_dt: Date,
    stock_price: float,
    discount_curve: DiscountCurve,
    dividend_curve: DiscountCurve,
)

Calculate the value of an equity forward contract from the stock price and discount and dividend discount.

forward


forward(
    self,
    value_dt: Date,
    stock_price: float,
    discount_curve: DiscountCurve,
    dividend_curve: DiscountCurve,
)

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.