FXCall
======

.. currentmodule:: rateslib.instruments

.. autoclass:: FXCall
   :show-inheritance:

   .. rubric:: Attributes Summary

   .. autosummary::

      ~FXCall.kwargs
      ~FXCall.leg1
      ~FXCall.leg2
      ~FXCall.legs
      ~FXCall.rate_scalar
      ~FXCall.settlement_params

   .. rubric:: Methods Summary

   .. autosummary::

      ~FXCall.analytic_delta
      ~FXCall.analytic_greeks
      ~FXCall.cashflows
      ~FXCall.cashflows_table
      ~FXCall.delta
      ~FXCall.exo_delta
      ~FXCall.gamma
      ~FXCall.local_analytic_rate_fixings
      ~FXCall.local_fixings
      ~FXCall.npv
      ~FXCall.plot_payoff
      ~FXCall.rate
      ~FXCall.reset_fixings
      ~FXCall.spread

   .. rubric:: Attributes Documentation

   .. autoattribute:: kwargs
   .. autoattribute:: leg1
   .. autoattribute:: leg2
   .. autoattribute:: legs
   .. autoattribute:: rate_scalar
   .. autoattribute:: settlement_params

   .. rubric:: Methods Documentation

   .. automethod:: analytic_delta
   .. automethod:: analytic_greeks
   .. automethod:: cashflows
   .. automethod:: cashflows_table
   .. automethod:: delta
   .. automethod:: exo_delta
   .. automethod:: gamma
   .. automethod:: local_analytic_rate_fixings
   .. automethod:: local_fixings
   .. automethod:: npv
   .. automethod:: plot_payoff
   .. automethod:: rate
   .. automethod:: reset_fixings
   .. automethod:: spread