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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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Checking amount of token in liquidity pool (Uniswap v2)

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cmackeen
cmackeen commented Aug 6, 2020

It is unclear how to use something like get_token_balance() with respect to the Uniswap v2 factory contract. I am trying to view the amount of a token in the Uniswap v2 liquidity pool, and it seems all I can check is the ERC20 token balance globally.

Edit: I see now I can use get_ex_token_balance(), but I am receiving the Uniswap v1 pool amounts. When I switch to version 2 the Factory methods

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enhancement good first issue

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