FXForwardGroup

class sigtech.framework.instruments.fx_otc.FXForwardGroup

Baseclasses: ContractGroup

A class implementing FX forward groups.

due_time: time

fixing_source: Optional[str]

history_fields: Optional[list[str]]

holidays: str

prime_history_field: Optional[str]

timezone: str

valuation_time: Optional[time]

static from_contract(fixing_source: str) → Self

Create an FXForwardGroup from fixing source.

Parameters:

fixing_source – Fixing source.

Returns:

Instance of FXForwardGroup.

static name_from_contract(fixing_source: str) → str

Create an FX forward group name from fixing source.

Parameters:

fixing_source – Fixing source.

Returns:

Default name of instance of FXForwardGroup