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The Python Toolkit: Pricing FX Cash Markets Properly
In this special episode of The Trading Floor, Luigi Pascal Rondanini walks through the Python toolkit that accompanies FX Cash Products — the first volume in the Foreign Exchange Markets Professional Series.This is not a beginner Python tutorial. It is a practitioner's guide to a professional-grade analytics package built to price, value, and test real FX cash products with the correct conventions, day count logic, and settlement mechanics that institutional work demands.Luigi covers the full toolkit architecture across four pricing modules — spot, forwards, FX swaps, and non-deliverable…
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