Add FX options to Calc/Measure API #1344

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jodastephen opened this Issue Sep 27, 2016 · 0 comments

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jodastephen commented Sep 27, 2016

Calc-level and Measure-level APIs should be added.

@jodastephen jodastephen added this to the v1.1 milestone Sep 27, 2016

@jodastephen jodastephen self-assigned this Sep 27, 2016

jodastephen added a commit that referenced this issue Sep 27, 2016

Enhance FX option classes
Provide access to the currency pair
See #1344

jodastephen added a commit that referenced this issue Sep 27, 2016

Enhance FX option pricers
Rename methods by deprecation
Add trade-level pricers
See #1344

yukiiwashita added a commit that referenced this issue Sep 27, 2016

Enhance FX option pricers (#1345)
See #1344

* Enhance FX option pricers

Rename methods by deprecation
Add trade-level pricers
See #1344

jodastephen added a commit that referenced this issue Sep 29, 2016

jonathansenior added a commit that referenced this issue Sep 29, 2016

Calculation/Measure API for FX options (#1349)
* Calculation/Measure API for FX option

* Better descriptions

Fixes #1344
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