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Add FX options to Calc/Measure API #1344

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jodastephen opened this issue Sep 27, 2016 · 0 comments
Closed

Add FX options to Calc/Measure API #1344

jodastephen opened this issue Sep 27, 2016 · 0 comments
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@jodastephen 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
Provide access to the currency pair
See #1344
jodastephen added a commit that referenced this issue Sep 27, 2016
Rename methods by deprecation
Add trade-level pricers
See #1344
yukiiwashita added a commit that referenced this issue Sep 27, 2016
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
Fixes #1344
jonathansenior added a commit that referenced this issue Sep 29, 2016
* Calculation/Measure API for FX option

* Better descriptions

Fixes #1344
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