Module fx 

FX products: fxSingleLeg (spot, forward, NDF), fxSwap, a European vanilla fxOption (NDO included), and a strategy of them.

A forward’s base is the quoted pair’s first currency where the rate is quoted per unit of it, the second otherwise; its amounts are the stated ones, signed for the reporting party. An option is on its put currency where the strike is quoted in call currency per put currency, and on its call currency otherwise, so the strike is always quote per base.

Functions

components 🔒

The components one FX product books, the product first, premiums after.

exchanged 🔒

One exchangedCurrency: its currency, its amount, and whether we receive.

fixing 🔒

The fixing a fixing element states: its series and its date.

forward 🔒

A leg of FX: an fxSingleLeg, or one leg of an fxSwap.

fx_built 🔒

option 🔒

A European vanilla fxOption, its quantity from the buyer.

read 🔒

Reads an FX product, or a strategy of them, one component set per leg.

unsupported 🔒