quantlib.market.conventions.swap.

row

class row(currency, settlement_days, fixed_leg_period, fixed_leg_daycount, fixed_leg_convention, floating_leg_reference, floating_leg_period, floating_leg_daycount, floating_leg_convention, calendar)

Bases: tuple

Methods

count(value, /)	Return number of occurrences of value.
index(value[, start, stop])	Return first index of value.