quantlib.instruments.fixedvsfloatingswap.FixedVsFloatingSwap
============================================================

.. currentmodule:: quantlib.instruments.fixedvsfloatingswap

.. autoclass:: FixedVsFloatingSwap
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


   
      ~FixedVsFloatingSwap.__init__
      ~FixedVsFloatingSwap.endDiscounts
      ~FixedVsFloatingSwap.leg
      ~FixedVsFloatingSwap.leg_BPS
      ~FixedVsFloatingSwap.leg_NPV
      ~FixedVsFloatingSwap.npv_date_discount
      ~FixedVsFloatingSwap.set_pricing_engine
      ~FixedVsFloatingSwap.startDiscounts
   
   

   
   
   .. rubric:: Attributes

   .. autosummary::

   
      ~FixedVsFloatingSwap.Payer
      ~FixedVsFloatingSwap.Receiver
      ~FixedVsFloatingSwap.fair_rate
      ~FixedVsFloatingSwap.fair_spread
      ~FixedVsFloatingSwap.fixed_day_count
      ~FixedVsFloatingSwap.fixed_leg
      ~FixedVsFloatingSwap.fixed_leg_BPS
      ~FixedVsFloatingSwap.fixed_leg_NPV
      ~FixedVsFloatingSwap.fixed_rate
      ~FixedVsFloatingSwap.fixed_schedule
      ~FixedVsFloatingSwap.floating_day_count
      ~FixedVsFloatingSwap.floating_leg
      ~FixedVsFloatingSwap.floating_leg_BPS
      ~FixedVsFloatingSwap.floating_leg_NPV
      ~FixedVsFloatingSwap.floating_schedule
      ~FixedVsFloatingSwap.is_expired
      ~FixedVsFloatingSwap.maturity_date
      ~FixedVsFloatingSwap.net_present_value
      ~FixedVsFloatingSwap.nominal
      ~FixedVsFloatingSwap.nominals
      ~FixedVsFloatingSwap.npv
      ~FixedVsFloatingSwap.spread
      ~FixedVsFloatingSwap.start_date
      ~FixedVsFloatingSwap.type
      ~FixedVsFloatingSwap.valuation_date