FX instrument and forward #18

Open

opened

on Jun 30, 2018

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.

to join this conversation on GitHub. Already have an account? Sign in to comment

Metadata

Assignees

No one assigned

Labels

No labels

No labels

Projects

No projects

Milestone

No milestone

Relationships

None yet

Development

No branches or pull requests