quantlib.instrument.

Instrument¶

class Instrument¶

Bases: Observable

Abstract instrument class

This class is purely abstract and defines the interface of concrete instruments which will be derived from this one.

Attributes:

error_estimate: Instrument.error_estimate: Real
is_expired: Instrument.is_expired: bool
net_present_value: Instrument net present value.
npv: Shortcut to the net_present_value property.
valuation_date: the date the net present value refers to.

Methods

set_pricing_engine(self, PricingEngine engine)

Sets the pricing engine.