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

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
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)

receive_fixed(self, bool flag=True)

with_discounting_term_structure(self, YieldTermStructure yts)

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, Natural settlement_days)

with_termination_date(self, Date termination_date)

with_type(self, Type type)