A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Hi - this is good. Apols for delay in responding. Some comments:
1) Do you have a link to a document or paper that explains the pricing approach. Just a reference. If so can you put the link in the model code.
2) Can you put an example in the golden tests folder which outputs some values to the test file so that I can know if it breaks later on. You can use other test files to see how this is done.
3) Can you add a short notebook example that shows the class being used under the notebooks->products->fx folder.
Hi - this is good. Apols for delay in responding. Some comments:
1) Do you have a link to a document or paper that explains the pricing approach. Just a reference. If so can you put the link in the model code. 2) Can you put an example in the golden tests folder which outputs some values to the test file so that I can know if it breaks later on. You can use other test files to see how this is done. 3) Can you add a short notebook example that shows the class being used under the notebooks->products->fx folder.
Thanks D