quantlib.cashflows.fixed_rate_coupon.FixedRateLeg

class FixedRateLeg(Schedule schedule)

Bases: Leg

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
items(self)	Return Leg as (amount, date) list.
with_coupon_rates(self, Rate rate, ...)
with_last_period_day_counter(self, DayCounter dc)
with_notional(self, Real notional)
with_payment_adjustment(self, ...)
with_payment_calendar(self, Calendar cal)

with_coupon_rates(self, Rate rate, DayCounter payment_day_counter, Compounding comp=Compounding.Simple, Frequency freq=Annual)

with_last_period_day_counter(self, DayCounter dc)

with_notional(self, Real notional)

with_payment_adjustment(self, BusinessDayConvention bdc)

with_payment_calendar(self, Calendar cal)