Python for Finance: Analyze Big Financial Data

However, although we have in principle allowed (and even required) providing a currency

for both simulation and valuation objects, we assume that we value portfolios

denominated in a single currency only. This simplifies the aggregation of values within a

portfolio significantly, because we can abstract from exchange rates and currency risks.

The chapter presents two new classes: a simple one to model a derivatives position, and a

more complex one to model and value a derivatives portfolio.