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

__init__()

Methods

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

Attributes

calendar	Alias for field number 9
currency	Alias for field number 0
fixed_leg_convention	Alias for field number 4
fixed_leg_daycount	Alias for field number 3
fixed_leg_period	Alias for field number 2
floating_leg_convention	Alias for field number 8
floating_leg_daycount	Alias for field number 7
floating_leg_period	Alias for field number 6
floating_leg_reference	Alias for field number 5
settlement_days	Alias for field number 1

calendar

Alias for field number 9

currency

Alias for field number 0

fixed_leg_convention

Alias for field number 4

fixed_leg_daycount

Alias for field number 3

fixed_leg_period

Alias for field number 2

floating_leg_convention

Alias for field number 8

floating_leg_daycount

Alias for field number 7

floating_leg_period

Alias for field number 6

floating_leg_reference

Alias for field number 5

settlement_days

Alias for field number 1