quantlib.quotes.futuresconvadjustmentquote.

FuturesConvAdjustmentQuote

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

Bases: Quote

Attributes:

futures_value

imm_date

is_valid

mean_reversion

value

volatility