quantlib.instruments.fixedvsfloatingswap.FixedVsFloatingSwap

class FixedVsFloatingSwap

Bases: Swap

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
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)

Attributes

Payer
Receiver
fair_rate
fair_spread
fixed_day_count
fixed_leg
fixed_leg_BPS
fixed_leg_NPV
fixed_rate
fixed_schedule
floating_day_count
floating_leg
floating_leg_BPS
floating_leg_NPV
floating_schedule
is_expired
maturity_date
net_present_value	Instrument net present value.
nominal
nominals
npv	Shortcut to the net_present_value property.
spread
start_date
type
valuation_date