FXOption¶

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

class FXOption(pair=None, buy_sell=None, option_type=None, notional_amount=None, notional_currency=None, notional_amount_in_other_currency=None, strike_price=None, settlement_date=None, settlement_currency=None, settlement_rate_option=None, method_of_settlement=None, expiration_date=None, expiration_time=None, premium=None, premium_currency=None, premium_payment_date=None, exercise_style=None, name=None)[source]¶

Properties

buy_sell: Optional[BuySell] = None¶

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

exercise_style: Optional[OptionExerciseStyle] = None¶

expiration_date: Union[date, str, None] = None¶

expiration_time: Optional[str] = None¶

instrument_quantity¶

metadata¶

method_of_settlement: Optional[OptionSettlementMethod] = None¶

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¶

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_currency: Optional[Currency] = None¶

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

settlement_rate_option: Optional[str] = None¶

strike_price: Union[float, str, None] = None¶

type_: Optional[AssetType] = 'Option'¶

unresolved¶