quantlib.instruments.make_vanilla_swap.
MakeVanillaSwap¶
- class MakeVanillaSwap(Period swap_tenor, IborIndex ibor_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_discounting_term_structure
(self, ...)with_effective_date
(self, Date effective_date)with_fixed_leg_day_count
(self, DayCounter dc)with_fixed_leg_tenor
(self, Period t)with_floating_leg_day_count
(self, DayCounter dc)with_floating_leg_spread
(self, Spread sp)with_floating_leg_tenor
(self, Period t)with_nominal
(self, Real n)with_pricing_engine
(self, PricingEngine engine)with_rule
(self, DateGeneration rule)with_settlement_days
(self, ...)with_termination_date
(self, ...)with_type
(self, Type type)