FXBinary

For methods of this class, see gs_quant.base.Priceable

class FXBinary(pair=None, buy_sell=None, option_type=None, notional_amount=None, notional_currency=None, strike_price=None, settlement_date=None, expiration_date=None, expiration_time=None, premium=None, premium_currency=None, premium_payment_date=None, settlement_rate_option=None, name=None)[source]

Properties

buy_sell: Optional[BuySell] = None
dataclass_json_config = {'letter_case': <function camelcase>}
expiration_date: Union[date, str, None] = None
expiration_time: Optional[str] = None
instrument_quantity
metadata
name: Optional[str] = None
notional_amount: Union[float, str, None] = None
notional_currency: Optional[Currency] = None
option_type: Optional[OptionType] = None
pair: Optional[str] = None
premium: Union[float, str, None] = None
premium_currency: Optional[Currency] = None
premium_payment_date: Optional[str] = None
provider
quantity_: InitVar[float] = 1
resolution_key
settlement_date: Union[date, str, None] = None
settlement_rate_option: Optional[str] = None
strike_price: Union[float, str, None] = None
type_: Optional[AssetType] = 'Binary'
unresolved