quantlib.instruments.zerocouponswap.

ZeroCouponSwap

class ZeroCouponSwap(Type type, Real nominal, Date start_date, Date maturity, Real fixed_payment, IborIndex ibor_index, Calendar payment_calendar, BusinessDayConvention payment_convention=Following, Natural payment_delay=0)

Bases: Swap

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)