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Fiverr Pro
English
$
USD
I will build an fx forward pricing and scenario calculator in python
Hamza Z
About this gig
Build a transparent Python calculator for deliverable FX forwards using agreed financial conventions and supplied market inputs.
BASIC: one currency pair and one forward. Fair forward rate, present value, signed currency cash flows, source code and a worked example.
STANDARD: Basic plus 5 agreed spot/rate scenarios, charts and CSV input/output.
PREMIUM: Standard plus batch valuation for up to 20 forwards on the same pair, validation checks and a methodology notebook.
All packages document quote direction, trade direction, valuation/maturity dates, strike, notional, day counts and discounting assumptions. Fixed contracts keep their strike and maturity during revaluation. One revision in Basic; two in Standard and Premium.
Scope uses supplied discount factors or agreed flat curves with zero cross-currency basis. Synthetic inputs are labelled. Curve calibration, options, swaps, XVA, live feeds and trading-system integration are separately scoped.
This is a research/prototype tool, not an independently validated bank valuation system. Message me with sample inputs before ordering. Documentation in English or French.
Get to know Hamza Z
Hamza Z
Python for Quant Finance, Backtesting, Market Data and FX
- FromMorocco
- Member sinceMay 2025
- Avg. response time1 hour
Languages
English, French, Arabic
I build Python tools for financial market data, strategy backtesting, portfolio risk analysis and FX pricing. My work combines quantitative finance, time-series analysis and machine learning with clear assumptions and reproducible calculations. I can turn CSV or Excel files into clean datasets, reusable scripts, notebooks and dashboards. You receive documented code, validation checks and a clear explanation of the results. Available in English and French. Message me with your data and project requirements.
FAQ
Which market inputs do I need?
Provide the currency pair and quote convention, spot/reference date, domestic and foreign discount factors or agreed flat rates, notional, trade direction, strike, maturity and valuation date. We agree day counts and settlement assumptions before work starts.
Can you reproduce official bank or broker valuations?
I document the agreed model and inputs. Matching a bank requires its market curves and conventions. The default scope assumes zero cross-currency basis; synthetic or proxy inputs remain clearly labelled. Independent validation, XVA and curve calibration are not included.
