LMEForwardCurve

class sigtech.framework.instruments.lme_otc.LMEForwardCurve

Auxiliary class for interpolating forward prices for a given underlying_ticker LME underlying.

forward_price(d: date, delivery_date: date) → float

Maturity-corresponding forward quote as seen on d.

Parameters:

• d – Input date.

• delivery_date – Delivery date.

Returns:

Forward quote.