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

Methods

__call__(*args, **kwargs)	Call self as a function.
receive_fixed(self, bool flag=True)
with_apply_observation_shift(self, ...)
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_fixed_leg_payment_frequency(self, ...)
with_lockout_days(self, Natural lockout_days)
with_lookback_days(self, Natural lookback_days)
with_nominal(self, Real n)
with_overnight_leg_payment_frequency(self, ...)
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)