FXVolatilityFix

class sigtech.framework.instruments.fixes.FXVolatilityFix

Baseclasses: Fix

A class representing an FX volatility fixing.

property data_point

Field used when retrieving history.

property data_source_all

Data sources of the instrument.

fixing_sources: list[str]

due_time()

Time when the instrument is expected to be delivered.

holidays()

List of holiday calendars for this instrument.

timezone()

Time zone for the instrument.