Inheritance diagram for forward.CurrencyForward:

Public Member Functions
def	__init__ (self, spot_instrument, constant_maturity_forward=None, forward_maturity=None)

def	create_instrument (self)

def	initialize_instrument (self)

Public Member Functions inherited from composite.CompositeInstrument
def	__init__ (self, *instruments, generic_security_constructor)

Public Attributes
	spot_instrument

	constant_maturity_forward

	forward_maturity

Public Attributes inherited from composite.CompositeInstrument
	type

	instruments

	generic_security_constructor

Static Public Attributes
string	SYMBOL_TEMPLATE = "FORWARD::CURRENCY::{underlying_symbol}::{time_to_maturity}::{forward_type}"

string	INSTRUMENT_SYMBOL_TEMPLATE = "INSTRUMENT::FORWARD::CURRENCY::{underlying_symbol}::{time_to_maturity}::{forward_type}"

Static Public Attributes inherited from composite.CompositeInstrument
string	SYMBOL_TEMPLATE = "COMPOSITE::{symbol}"

string	INSTRUMENT_SYMBOL_TEMPLATE = "INSTRUMENT::COMPOSITE::{symbol}"

Member Function Documentation

◆ create_instrument()

def forward.CurrencyForward.create_instrument ( self )

Creates composite instrument.

def forward.CurrencyForward.initialize_instrument ( self )

Initializer composite instrument.

The documentation for this class was generated from the following file: