FXForward

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

class FXForward(pair=None, settlement_date=None, forward_rate=None, notional_amount=None, notional_currency=None, notional_amount_in_other_currency=None, buy_sell=None, name=None)

Properties

buy_sell: Optional[BuySell] = None

dataclass_json_config = {'letter_case': <function camelcase>}

forward_rate: Union[float, str, None] = None

instrument_quantity

metadata

name: Optional[str] = None

notional_amount: Union[float, str, None] = None

notional_amount_in_other_currency: Union[float, str, None] = None

notional_currency: Optional[Currency] = None

pair: Optional[str] = None

provider

quantity_: InitVar[float] = 1

resolution_key

settlement_date: Union[date, str, None] = None

type_: Optional[AssetType] = 'Forward'

unresolved