Rolling FX forward strategy
Learn more: Example notebooks
Environment
Setting up your environment takes three steps:
Import the relevant internal and external libraries
Configure the environment parameters
Initialise the environment
Learn more: Setting up the environment
Creating RollingFXForwardStrategy
objects
RollingFXForwardStrategy
objectsThe RollingFXForwardStrategy
object allows for automatic rolling of FX forwards.
An example of building a rolling forward strategy:
API documentation
Learn more: API documentation
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