quantlib.instruments.make\_vanilla\_swap.MakeVanillaSwap
========================================================

.. currentmodule:: quantlib.instruments.make_vanilla_swap

.. autoclass:: MakeVanillaSwap
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


   
      ~MakeVanillaSwap.__init__
      ~MakeVanillaSwap.receive_fixed
      ~MakeVanillaSwap.with_discounting_term_structure
      ~MakeVanillaSwap.with_effective_date
      ~MakeVanillaSwap.with_fixed_leg_day_count
      ~MakeVanillaSwap.with_fixed_leg_tenor
      ~MakeVanillaSwap.with_floating_leg_day_count
      ~MakeVanillaSwap.with_floating_leg_spread
      ~MakeVanillaSwap.with_floating_leg_tenor
      ~MakeVanillaSwap.with_nominal
      ~MakeVanillaSwap.with_pricing_engine
      ~MakeVanillaSwap.with_rule
      ~MakeVanillaSwap.with_settlement_days
      ~MakeVanillaSwap.with_termination_date
      ~MakeVanillaSwap.with_type