Basic FXOUT Example

Contract Definition

import pandas as pd
from awesome_actus_lib import FXOUT, PublicActusService

contract = FXOUT(
    contractID="fxout01",
    contractRole="RPA",
    currency="USD",
    currency2="EUR",
    maturityDate="2014-12-31T23:59:59",
    notionalPrincipal=2000,
    notionalPrincipal2=1000,
    calendar="NOCALENDAR",
    endOfMonthConvention="SD",
    statusDate="2013-12-30T00:00:00",
    contractDealDate="2013-12-20T00:00:00",
    creatorID="Creator-01",
    counterpartyID="Counterparty-01"
)

service = PublicActusService()
event_stream = service.generateEvents(portfolio=contract, riskFactors=[])
print(event_stream.events_df)

Generated Events

type	time	payoff	currency	nominalValue	nominalRate	nominalAccrued	contractId
MD	2014-12-31T23:59:59	2000	USD	0	0	0	fxout01
MD	2014-12-31T23:59:59	-1000	EUR	0	0	0	fxout01