quantlib.instruments.swap.Swap

class Swap

Bases: Instrument

Base swap class

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
endDiscounts(self, Size j)
leg(self, int i)
leg_BPS(self, Size j)
leg_NPV(self, Size j)
npv_date_discount(self)
set_pricing_engine(self, PricingEngine engine)	Sets the pricing engine.
startDiscounts(self, Size j)

Attributes

Payer
Receiver
is_expired
maturity_date
net_present_value	Instrument net present value.
npv	Shortcut to the net_present_value property.
start_date
valuation_date

endDiscounts(self, Size j)

leg(self, int i)

leg_BPS(self, Size j)

leg_NPV(self, Size j)

npv_date_discount(self)

startDiscounts(self, Size j)