Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

FX instrument and forward #18

Open
MarcusRainbow opened this issue Jun 30, 2018 · 0 comments
Open

FX instrument and forward #18

MarcusRainbow opened this issue Jun 30, 2018 · 0 comments

Comments

@MarcusRainbow
Copy link
Owner

Implement FX instrument, representing FX spot, and FX forward. Consider making FX respond to bumps of a currency -- either the numerator or denominator currency. This makes it possible to ask questions like what is my exposure to USD.
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
1 participant
@MarcusRainbow