derivitec.core.client.DerivitecClient.get_forward

DerivitecClient.get_forward(underlyer, expiries)

Get forward of an asset at a set of expiries.

Parameters:

• underlyer (derivitec.market_data.types.Asset) – The underlyer.

• expiries (list of datetime.datetime) – The expiries.

Return type:

derivitec.tradables.response.ApiGetForwardResponse

Code

First get any asset, say, a commodity as in the get_commodities example.

>>> commodity_id = CommodityId(Name="Aluminium", Exchange="LME")
>>> commodities = client.get_commodities([commodity_id], {commodity_id : CommodityDescriptor()}, [datetime(2017, 8, 14)])
>>> commodity = commodities[0]

Then use this to call get_forward.

>>> client.get_forward(commodity, [datetime(2017, 9, 14)] )