quantlib.instruments.vanillaswap.VanillaSwap
============================================

.. currentmodule:: quantlib.instruments.vanillaswap

.. autoclass:: VanillaSwap
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


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

   
   
   .. rubric:: Attributes

   .. autosummary::

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