:py:mod:`finpricing.utils.cds_style` ==================================== .. py:module:: finpricing.utils.cds_style Module Contents --------------- Classes ~~~~~~~ .. autoapisummary:: finpricing.utils.cds_style.CDSStubType finpricing.utils.cds_style.CDSEffectiveDateStyle finpricing.utils.cds_style.CDSTermStyle finpricing.utils.cds_style.CDSAccruedStyle finpricing.utils.cds_style.CDSStyle finpricing.utils.cds_style.CDSStyleBase finpricing.utils.cds_style.CDSStyleCorpNA .. py:class:: CDSStubType Bases: :py:obj:`enum.Enum` Generic enumeration. Derive from this class to define new enumerations. .. py:attribute:: NO_STUB :value: 'NO_STUB' .. py:class:: CDSEffectiveDateStyle Bases: :py:obj:`enum.Enum` Generic enumeration. Derive from this class to define new enumerations. .. py:attribute:: PCD :value: 'PCD' .. py:class:: CDSTermStyle Bases: :py:obj:`enum.Enum` Generic enumeration. Derive from this class to define new enumerations. .. py:attribute:: IMM_CORPORATE :value: 'IMM_CORPORATE' .. py:class:: CDSAccruedStyle Bases: :py:obj:`enum.Enum` Generic enumeration. Derive from this class to define new enumerations. .. py:attribute:: SNAC :value: 'SNAC' .. py:attribute:: CONVENTIONAL :value: 'CONVENTIONAL' .. py:class:: CDSStyle Bases: :py:obj:`finpricing.utils.tools.ClassUtil` .. py:method:: from_name(name) :classmethod: Return a CDSStyle instance from a string of name .. py:method:: CORP_NA() :classmethod: .. py:class:: CDSStyleBase(name, day_count_type, frequency_type, bus_day_adj_type, cds_term_style, cds_effective_date_style, cds_stub_length, minimal_stub_period: int, eom_adj: bool, calendar_type, accrued_style) Bases: :py:obj:`finpricing.utils.tools.ClassUtil` .. py:class:: CDSStyleCorpNA Bases: :py:obj:`CDSStyleBase`