:py:mod:`finpricing.market`
===========================

.. py:module:: finpricing.market


Submodules
----------
.. toctree::
   :titlesonly:
   :maxdepth: 1

   cds_curve/index.rst
   discount_curve_zero/index.rst
   lgd_curve/index.rst
   recovery_curve/index.rst
   survival_curve_ns/index.rst
   survival_curve_step/index.rst


Package Contents
----------------

Classes
~~~~~~~

.. autoapisummary::

   finpricing.market.SurvivalCurveNelsonSiegel
   finpricing.market.SurvivalCurveStep
   finpricing.market.CDSCurve
   finpricing.market.RecoveryCurve




.. py:class:: SurvivalCurveNelsonSiegel(anchor_date: Union[finpricing.utils.date.Date, datetime.date], pivot_dates: list[Union[finpricing.utils.date.Date, datetime.date]], params: list[float] = None)


   Bases: :py:obj:`SurvivalCurve`

   .. py:method:: f(t, a)
      :staticmethod:


   .. py:method:: f_integral(t, a)
      :staticmethod:


   .. py:method:: hazard_rates(t: float) -> float


   .. py:method:: survival(date: Union[finpricing.utils.date.Date, datetime.date])


   .. py:method:: getSurvivalCurve(params: list[float])

      create a new survival curve with the same anchor date and pivot dates but different parameters



.. py:class:: SurvivalCurveStep(anchor_date: Union[finpricing.utils.Date, finpricing.utils.datetime.date], dates: List[Union[finpricing.utils.Date, finpricing.utils.datetime.date]], hazard_rates: List[float], day_count_type=DayCountTypes.ACT_ACT_ISDA)


   .. py:method:: survival(date: Union[finpricing.utils.datetime.date, finpricing.utils.Date]) -> float



.. py:class:: CDSCurve(market_date: Union[datetime.date, finpricing.utils.Date], expiries: List[Union[datetime.date, finpricing.utils.Date]], spreads: List[float], upfronts: List[float], cds_style: Union[finpricing.utils.CDSStyle, str])



.. py:class:: RecoveryCurve