quantlib.instruments.forward.

Forward

class Forward

Bases: Instrument

Abstract base forward class.

Attributes:

error_estimate

Real: error estimate on the NPV when available

forward_value

The forward value/price of the underlying, discounting income/dividends.

is_expired

bool: whether the instrument might have value greater than zero.

net_present_value

The net present value of the instrument.

npv

A shortcut to the net_present_value property.

spot_value

The spot value/price of the underlying financial instrument.

valuation_date

Date: the date the net present value refers to.

Methods

implied_yield(self, ...)	Calculates the implied yield of the forward contract.
set_pricing_engine(self, PricingEngine engine)	Sets the pricing engine to be used.
spot_income(self, ...)	The NPV of income/dividends/storage-costs etc.