finpricing.instrument.fixed_coupon_leg#

Module Contents#

Classes#

FixedCouponLegBase

FixedCouponLeg

class finpricing.instrument.fixed_coupon_leg.FixedCouponLegBase(coupon_rate: float, payment_dates: List, accrual_start: List, accrual_end: List, notional: float = Literal.ONE_HUNDRED.value, day_count_type: finpricing.utils.DayCountTypes = DayCountTypes.THIRTY_360)[source]#
property cashflows: list#
generate_cashflows() → None[source]#

Generate the cashflows for the fixed coupon leg

print_cashflows()[source]#
class finpricing.instrument.fixed_coupon_leg.FixedCouponLeg(start_date: finpricing.utils.Date | datetime.date, maturity_date_or_tenor: finpricing.utils.Date | datetime.date | str, coupon_rate: float, notional: float = Literal.ONE_HUNDRED.value, freq_type: finpricing.utils.FrequencyTypes = FrequencyTypes.SEMI_ANNUAL, day_count_type: finpricing.utils.DayCountTypes = DayCountTypes.THIRTY_360, calendar_type: finpricing.utils.CalendarTypes = CalendarTypes.WEEKEND, bus_day_adj_type: finpricing.utils.BusDayAdjustTypes = BusDayAdjustTypes.NONE, date_gen_rule_type: finpricing.utils.DateGenRuleTypes = DateGenRuleTypes.BACKWARD)[source]#

Bases: finpricing.utils.ClassUtil, FixedCouponLegBase

classmethod from_cashflows(coupon_rate: float, payment_dates: List, accrual_start: List, accrual_end: List, notional: float = Literal.ONE_HUNDRED.value, day_count_type: finpricing.utils.DayCountTypes = DayCountTypes.THIRTY_360) → FixedCouponLegBase[source]#