.. raw:: html
quantlib.instruments.assetswap.
AssetSwap
========================================
.. currentmodule:: quantlib.instruments.assetswap
.. autoclass:: AssetSwap
:show-inheritance:
:no-members:
:no-inherited-members:
:no-special-members:
.. HACK -- the point here is that we don't want this to appear in the output, but the autosummary should still generate the pages.
.. autosummary::
:toctree:
AssetSwap.__getitem__
AssetSwap.endDiscounts
AssetSwap.leg
AssetSwap.leg_BPS
AssetSwap.leg_NPV
AssetSwap.npv_date_discount
AssetSwap.set_pricing_engine
AssetSwap.startDiscounts
AssetSwap.__getitem__
.. HACK -- the point here is that we don't want this to appear in the output, but the autosummary should still generate the pages.
.. autosummary::
:toctree:
AssetSwap.Payer
AssetSwap.Receiver
AssetSwap.bond_leg
AssetSwap.error_estimate
AssetSwap.fair_clean_price
AssetSwap.fair_non_par_repayment
AssetSwap.fair_spread
AssetSwap.floating_leg
AssetSwap.floating_leg_BPS
AssetSwap.floating_leg_NPV
AssetSwap.is_expired
AssetSwap.maturity_date
AssetSwap.net_present_value
AssetSwap.npv
AssetSwap.start_date
AssetSwap.valuation_date