QuantLib-Python中的外汇远期估值
[英]Fx forward valuation in QuantLib-Python
问题描述
Is there any possibility to value fx instruments in QuantLib-Python (especially, fx forwards, fx swaps)? 
是否有可能在QuantLib-Python中对fx工具进行估值（尤其是fx转发，fx掉期）？ For the last two days I have been looking through the documentation but I have only found "one currency" instruments like "VanillaSwap" and etc. Probably, one could use other libraries that are based on QuantLib... Any help is highly appreciated. 在过去的两天里，我一直在浏览文档，但是我只发现了“ VanillaSwap”等“一种货币”工具。可能可以使用其他基于QuantLib的库...非常感谢您的帮助。
1 个解决方案
解决方案1
1 2016-12-26 22:43:50
FX forward is currently not supported. 目前不支持FX转发。 Not sure about the swap. 不确定交换。
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