Fx Forward
financepy.products.fx.fx_forward
Classes
FXForward
FXForward(expiry_dt: financepy.utils.date.Date, strike_fx_rate: float, currency_pair: str, notional: float, notional_currency: str, spot_days: int = 0)
Contract to buy or sell currency at a forward rate decided today.
Methods
value
value(self, value_dt, spot_fx_rate, domestic_curve, foreign_curve)
Calculate the value of an FX forward contract where the current
FX rate is the spot_fx_rate.
forward
forward(self, value_dt, spot_fx_rate, domestic_curve, foreign_curve)
Calculate the FX Forward rate that makes the value of the FX
contract equal to zero.
Generated automatically from the FinancePy source code.
Do not edit this file manually.