Feature request: FX Forwards

Open avhz opened this issue 3 months ago • 2 comments

I was wondering if FX Forwards might be added to ql at some point ?

If it's not currently planned, I could try to add them myself with a little guidance on required steps.

Sep 05 '25 21:09 avhz

They are provided in the Open Risk Engine (ore). Perhaps you can take a look at their code which builds on top of QuantLib among other things: https://github.com/OpenSourceRisk/Engine

Oct 14 '25 13:10 sgiulians

Yes, you could have a look at that. The people at ORE are ok with migrating code from their extension library to upstream QuantLib.

Oct 14 '25 13:10 lballabio

This issue was automatically marked as stale because it has been open 60 days with no activity. Remove stale label or comment, or this will be closed in two weeks.

Dec 14 '25 02:12 github-actions[bot]