quantlib.instruments.swap.

Swap

class Swap(Leg first_leg, Leg second_leg)

Bases: Instrument

Base swap class

Attributes:

error_estimate

Instrument.error_estimate: Real

is_expired

Instrument.is_expired: bool

maturity_date

net_present_value

Instrument net present value.

npv

Shortcut to the net_present_value property.

start_date

valuation_date

the date the net present value refers to.

Methods

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)