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

Real: error estimate on the NPV when available

is_expired

bool: whether the instrument might have value greater than zero.

net_present_value

The net present value of the instrument.

npv

A shortcut to the net_present_value property.

valuation_date

Date: the date the net present value refers to.

Methods

set_pricing_engine(self, PricingEngine engine)

Sets the pricing engine to be used.