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<section id="quantlib-instruments-fixedvsfloatingswap-fixedvsfloatingswap"> | ||
<h1>quantlib.instruments.fixedvsfloatingswap.FixedVsFloatingSwap<a class="headerlink" href="#quantlib-instruments-fixedvsfloatingswap-fixedvsfloatingswap" title="Link to this heading">¶</a></h1> | ||
<dl class="py class"> | ||
<dt class="sig sig-object py" id="quantlib.instruments.fixedvsfloatingswap.FixedVsFloatingSwap"> | ||
<em class="property"><span class="pre">class</span><span class="w"> </span></em><span class="sig-name descname"><span class="pre">FixedVsFloatingSwap</span></span><a class="headerlink" href="#quantlib.instruments.fixedvsfloatingswap.FixedVsFloatingSwap" title="Link to this definition">¶</a></dt> | ||
<dd><p>Bases: <a class="reference internal" href="quantlib.instruments.swap.Swap.html#quantlib.instruments.swap.Swap" title="quantlib.instruments.swap.Swap"><code class="xref py py-class docutils literal notranslate"><span class="pre">Swap</span></code></a></p> | ||
<dl class="py method"> | ||
<dt class="sig sig-object py" id="quantlib.instruments.fixedvsfloatingswap.FixedVsFloatingSwap.__init__"> | ||
<span class="sig-name descname"><span class="pre">__init__</span></span><span class="sig-paren">(</span><em class="sig-param"><span class="o"><span class="pre">*</span></span><span class="n"><span class="pre">args</span></span></em>, <em class="sig-param"><span class="o"><span class="pre">**</span></span><span class="n"><span class="pre">kwargs</span></span></em><span class="sig-paren">)</span><a class="headerlink" href="#quantlib.instruments.fixedvsfloatingswap.FixedVsFloatingSwap.__init__" title="Link to this definition">¶</a></dt> | ||
<dd></dd></dl> | ||
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<p class="rubric">Methods</p> | ||
<table class="autosummary longtable docutils align-default"> | ||
<tbody> | ||
<tr class="row-odd"><td><p><a class="reference internal" href="#quantlib.instruments.fixedvsfloatingswap.FixedVsFloatingSwap.__init__" title="quantlib.instruments.fixedvsfloatingswap.FixedVsFloatingSwap.__init__"><code class="xref py py-obj docutils literal notranslate"><span class="pre">__init__</span></code></a>(*args, **kwargs)</p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">endDiscounts</span></code>(self, Size j)</p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-odd"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">leg</span></code>(self, int i)</p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">leg_BPS</span></code>(self, Size j)</p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-odd"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">leg_NPV</span></code>(self, Size j)</p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">npv_date_discount</span></code>(self)</p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-odd"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">set_pricing_engine</span></code>(self, PricingEngine engine)</p></td> | ||
<td><p>Sets the pricing engine.</p></td> | ||
</tr> | ||
<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">startDiscounts</span></code>(self, Size j)</p></td> | ||
<td><p></p></td> | ||
</tr> | ||
</tbody> | ||
</table> | ||
<p class="rubric">Attributes</p> | ||
<table class="autosummary longtable docutils align-default"> | ||
<tbody> | ||
<tr class="row-odd"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">Payer</span></code></p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">Receiver</span></code></p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-odd"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">fair_rate</span></code></p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">fair_spread</span></code></p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-odd"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">fixed_day_count</span></code></p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">fixed_leg</span></code></p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-odd"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">fixed_leg_BPS</span></code></p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">fixed_leg_NPV</span></code></p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-odd"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">fixed_rate</span></code></p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">fixed_schedule</span></code></p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-odd"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">floating_day_count</span></code></p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">floating_leg</span></code></p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-odd"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">floating_leg_BPS</span></code></p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">floating_leg_NPV</span></code></p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-odd"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">floating_schedule</span></code></p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">is_expired</span></code></p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-odd"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">maturity_date</span></code></p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">net_present_value</span></code></p></td> | ||
<td><p>Instrument net present value.</p></td> | ||
</tr> | ||
<tr class="row-odd"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">nominal</span></code></p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">nominals</span></code></p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-odd"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">npv</span></code></p></td> | ||
<td><p>Shortcut to the net_present_value property.</p></td> | ||
</tr> | ||
<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">spread</span></code></p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-odd"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">start_date</span></code></p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-even"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">type</span></code></p></td> | ||
<td><p></p></td> | ||
</tr> | ||
<tr class="row-odd"><td><p><code class="xref py py-obj docutils literal notranslate"><span class="pre">valuation_date</span></code></p></td> | ||
<td><p></p></td> | ||
</tr> | ||
</tbody> | ||
</table> | ||
</dd></dl> | ||
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<span id="quantlib-instruments-fixedvsfloatingswap"></span><h1>quantlib.instruments.fixedvsfloatingswap<a class="headerlink" href="#module-quantlib.instruments.fixedvsfloatingswap" title="Link to this heading">¶</a></h1> | ||
<p class="rubric">Classes</p> | ||
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