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FinancePy

domokane / FinancePy

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discount curve from fx forwards / cross currency basis swaps

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ahabre
ahabre commented Aug 8, 2021

Is there a way to calibrate a discount curve from traded fx forwards?

Taking USDJPY as an example. As an input I have the fx spot, 1M, 3M and 6M forwards , I have also built a USD OIS discount curve. I want to create a JPY discount curve such that I can reprice correctly all of the fx forwards I observe in the market. Is that possible with the current library?

As an extension to the above,

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enhancement good first issue Finance Quant Python Task
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uniswap-python / uniswap-python

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Invalid Token Address using get_token()

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hueit-og
hueit-og commented Oct 2, 2021

Hi

I'm not sure if this is an issue or a user error, but when I attempt to get the token details using get_token() for the following contracts I get an error saying 'Invalid Token Address' -

  1. 0x431ad2ff6a9c365805ebad47ee021148d6f7dbe0
  2. 0x9f8F72aA9304c8B593d555F12eF6589cC3A579A2

I've tried with a heap of other tokens without issue, but these two seem to fail. I've also tried using Ve

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help wanted good first issue

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