quantlib.instruments.assetswap.

AssetSwap

class AssetSwap(bool pay_bond_coupon, Bond bond, Real bond_clean_price, IborIndex ibor_index, Spread spread, Schedule float_schedule=Schedule.__new__(Schedule), DayCounter floating_day_counter=DayCounter(), bool par_asset_swap=True, Real gearing=1.0, Real non_par_repayment=Null[Real](), Date deal_maturity=Date())

Bases: Swap

Attributes:

bond_leg

error_estimate

Instrument.error_estimate: Real

fair_clean_price

fair_non_par_repayment

fair_spread

floating_leg

floating_leg_BPS

floating_leg_NPV

is_expired

Instrument.is_expired: bool

maturity_date

net_present_value

Instrument net present value.

npv

Shortcut to the net_present_value property.

start_date

valuation_date

the date the net present value refers to.

Methods

endDiscounts(self, Size j)
leg(self, int i)
leg_BPS(self, Size j)
leg_NPV(self, Size j)
npv_date_discount(self)
set_pricing_engine(self, PricingEngine engine)	Sets the pricing engine.
startDiscounts(self, Size j)