quantlib.instruments.forward.

Forward

class Forward

Bases: Instrument

Attributes:

error_estimate

Instrument.error_estimate: Real

forward_value

forward value/price of underlying, discounting income/dividends

is_expired

Instrument.is_expired: bool

net_present_value

Instrument net present value.

npv

Shortcut to the net_present_value property.

spot_value

spot value/price of an underlying financial instrument

valuation_date

the date the net present value refers to.

Methods

implied_yield(self, ...)	implied yield
set_pricing_engine(self, PricingEngine engine)	Sets the pricing engine.
spot_income(self, ...)	NPV of income/dividends/storate-cossts etc.