`finpricing.model.bond_basis_solver`#

Module Contents#

Functions#

BondBasisSolver(bond_pricer, valuation_date, ...[, ...])

Attributes#

BASIS_SOLVER_PARAMS

finpricing.model.bond_basis_solver.BASIS_SOLVER_PARAMS#

finpricing.model.bond_basis_solver.BondBasisSolver(bond_pricer, valuation_date: finpricing.utils.Union[finpricing.utils.datetime.date, finpricing.utils.Date], dirty_price: float, survival_curve, discount_curve, recovery_rate: float = 0.4, basis_type: str = 'AdditiveZeroRates', basis_solver_params=BASIS_SOLVER_PARAMS)[source]#