quantlib.instruments.make_ois.MakeOIS

class MakeOIS(Period swap_tenor, OvernightIndex overnight_index, Rate fixed_rate=Null[Real](), Period forward_start=Period(0, Days))

Bases: object

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
receive_fixed(self, bool flag=True)
with_averaging_method(self, ...)
with_discounting_term_structure(self, ...)
with_effective_date(self, Date d)
with_end_of_month(self, bool flag=True)
with_fixed_leg_day_count(self, DayCounter dc)
with_nominal(self, Real n)
with_overnight_leg_spread(self, Spread sp)
with_payment_adjustment(self, ...)
with_payment_calendar(self, Calendar cal)
with_payment_frequency(self, Frequency f)
with_payment_lag(self, Natural lag)
with_pricing_engine(self, PricingEngine engine)
with_rule(self, DateGeneration r)
with_settlement_days(self, Natural days)
with_telescopic_value_dates(self, ...)
with_termination_date(self, Date d)
with_type(self, Type type)

receive_fixed(self, bool flag=True)

with_averaging_method(self, RateAveraging averagingMethod)

with_discounting_term_structure(self, YieldTermStructure ts)

with_effective_date(self, Date d)

with_end_of_month(self, bool flag=True)

with_fixed_leg_day_count(self, DayCounter dc)

with_nominal(self, Real n)

with_overnight_leg_spread(self, Spread sp)

with_payment_adjustment(self, BusinessDayConvention convention)

with_payment_calendar(self, Calendar cal)

with_payment_frequency(self, Frequency f)

with_payment_lag(self, Natural lag)

with_pricing_engine(self, PricingEngine engine)

with_rule(self, DateGeneration r)

with_settlement_days(self, Natural days)

with_telescopic_value_dates(self, bool telescopic_value_dates)

with_termination_date(self, Date d)

with_type(self, Type type)