Module fx 

FX fixing-index definition — a currency pair plus its fixing conventions.

FxIndex carries only conventions (pair, fixing lag, fixing calendar); observed fixings are market state, stored on the MarketContext fixing store under the index’s name through the same feed pattern as rate fixings. Resolution — a published fixing for elapsed dates, a covered-interest-parity forecast for future dates — is a context concern (MarketContext::fx_fixing).

For the settlement set the fixing lag equals the pair’s spot lag: the rate observed on the fixing date settles on the spot value date. An index is built with FxIndex::new (Python Index.fx); no pair table registers one. A non-deliverable forward names its fixing series by FxIndex::canonical_name and takes its fixing date from its NdfTemplate, which carries the market’s own valuation calendar and fixing lag.

Structs

FxIndex

An FX fixing index: the pair it observes and its settlement (spot) conventions — fixing_calendar / fixing_lag_days, dating when a spot or forward trade’s cash moves, the lag between a fixing and its value date.

Enums

FxIndexError

Error constructing an FxIndex or deriving one of its dates.