Ricardo Reis replied to the thread Need an FX Fwds days-in-tenor function.
Thanks! rateslib.calendar.add_tenor(...), with a few tweaks, is what I was looking for. Much appreciated.
Apr 26, 2025 at 10:21 PMThanks! rateslib.calendar.add_tenor(...), with a few tweaks, is what I was looking for. Much appreciated.
Apr 26, 2025 at 10:21 PMRicardo Reis posted a new thread.
I am looking for a function, almost any language is fine, to compute the number of days in an FX forward given the pair, the tenor, and...