quantlib.market.market.
IborMarket¶
- class IborMarket(name, market, **kwargs)¶
Bases:
FixedIncomeMarket- Attributes:
- calendar
- fixed_leg_convention
- fixed_leg_daycount
- fixed_leg_period
- max_date
- name
- reference_date
- settlement_days
- termstructure_daycounter
Methods
add_bond_quote(clean_price, coupons, tenor, ...)Add a bond quote to the market.
create_fixed_float_swap(settlement_date, ...)Create a fixed-for-float swap given: - settlement date - length in years - additional arguments to modify market default parameters
set_bonds(dt_obs, quotes)Supply the market with a set of bond quotes.
bootstrap_term_structure
discount
set_quotes