quantlib.quotes.futuresconvadjustmentquote.FuturesConvAdjustmentQuote

class FuturesConvAdjustmentQuote(IborIndex index, futures_date_or_code, Quote futures_quote, Quote volatility, Quote mean_reversion)

Bases: Quote

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)

Attributes

futures_value
imm_date
is_valid
mean_reversion
value
volatility