quantlib.market.market

Functions

libor_market([market])
make_eurobond_helper(market, clean_price, ...)	Wrapper for bond helpers.
make_rate_helper(market, quote[, reference_date])	Wrapper for deposit and swaps rate helpers makers TODO: class method of RateHelper?
next_imm_date(reference_date, tenor)	Third Wednesday of contract month

Classes

FixedIncomeMarket(name)	A Fixed Income Market
IborMarket(name, market, **kwargs)
Market(name)	Abstract Market class.