FXOTCDigitalOption

class sigtech.framework.instruments.digital_options.FXOTCDigitalOption

Baseclasses: DigitalOptionBase, FXOTCOption

A class implementing an OTC FX digital option.

Example creation:

instr = sig.FXOTCDigitalOption(
    over='USD',
    under='EUR',
    strike=1.2,
    start_date=dtm.date(2018, 8, 22),
    maturity_date=dtm.date(2018, 9, 24),
)