LME3MForward

class sigtech.framework.instruments.lme_otc.LME3MForward

Baseclasses: LMEForward

Outright 3 Month LME Forward, traded on the start_date. strike is taken from the market, but can be supplied as a class parameter. Default delivery_date can also be overridden, yet is not advised to do so.

delivery_date: Optional[date]

start_date: date