FXOption#
EURUSD#
In [1]: defaults.spec["eurusd_call"]
Out[1]:
{'modifier': 'mf',
'calendar': 'tgt|fed',
'payment_lag': 2,
'pair': 'eurusd',
'delivery_lag': 2}
In [2]: from rateslib.instruments import FXCall
In [3]: FXCall(eval_date=dt(2000, 1, 1), expiry="3m", strike=1.10, spec="eurusd_call").kwargs
Out[3]: <rateslib.instruments.protocols.kwargs._KWArgs at 0x16d4d08f0>