quantlib.instruments

Modules

api

asian_options

Asian option on a single asset

bond

bonds

credit_default_swap

exercise

fixedvsfloatingswap

futures

implied_volatility

Utilities for implied-volatility calculation

make_cds

make_cms

make_ois

make_swaption

make_vanilla_swap

option

overnightindexedswap

Overnight index swap paying compounded overnight vs.

overnightindexfuture

payoffs

swap

Interest rate swap

swaption

vanillaswap

Simple fixed-rate vs Libor swap

variance_swap