quantlib.instruments.make_cms.

MakeCms

class MakeCms(Period swap_tenor, SwapIndex swap_index, IborIndex ibor_index=None, Spread ibor_spread=0., Period forward_start=Period(0, Days))

Bases: object

Methods

__call__(*args, **kwargs)	Call self as a function.
with_cms_leg_tenor(self, Period t)
with_discounting_term_structure(self, ...)
with_effective_date(self, Date effective_date)
with_nominal(self, Real n)