quantlib.market.market.
FixedIncomeMarket¶
- class FixedIncomeMarket(name)¶
Bases:
Market
A Fixed Income Market
defined by: - a list of benchmarks instruments (deposits, FRA, swaps,
EuroDollar futures, bonds)
a set of market conventions, needed to interpreted the quoted prices of benchmark instruments, and for computing derived quantities (yield curves)
This class models an homogeneous market: It is assumed that the market conventions for all fixed rate instruments, including swaps, are all consistent. The conventions may vary between the fixed rate instruments and the deposit instruments.
- Attributes:
- name