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

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
with_cms_leg_tenor(self, Period t)
with_discounting_term_structure(self, ...)
with_effective_date(self, Date effective_date)
with_nominal(self, Real n)

with_cms_leg_tenor(self, Period t)

with_discounting_term_structure(self, YieldTermStructure discounting_term_structure)

with_effective_date(self, Date effective_date)

with_nominal(self, Real n)