quantlib.instruments

Modules

api

asian_options

Asian option on a single asset

assetswap

bond

bondforward

bonds

credit_default_swap

dividendschedule

europeanoption

European option on a single asset

fixedvsfloatingswap

forward

futures

implied_volatility

Utilities for implied-volatility calculation

make_cds

make_cms

make_ois

make_swaption

make_vanilla_swap

oneassetoption

Option on a single asset

overnightindexedswap

Overnight index swap paying compounded overnight vs.

overnightindexfuture

swap

Interest rate swap

swaption

vanillaoption

Vanilla option on a single asset

vanillaswap

Simple fixed-rate vs Libor swap

variance_swap

zerocouponswap