finpricing.utils.cds_style

Module Contents

Classes

CDSStubType	Generic enumeration.
CDSEffectiveDateStyle	Generic enumeration.
CDSTermStyle	Generic enumeration.
CDSAccruedStyle	Generic enumeration.
CDSStyle
CDSStyleBase
CDSStyleCorpNA

class finpricing.utils.cds_style.CDSStubType

Bases: enum.Enum

Generic enumeration.

Derive from this class to define new enumerations.

NO_STUB = 'NO_STUB'

class finpricing.utils.cds_style.CDSEffectiveDateStyle

Bases: enum.Enum

Generic enumeration.

Derive from this class to define new enumerations.

PCD = 'PCD'

class finpricing.utils.cds_style.CDSTermStyle

Bases: enum.Enum

Generic enumeration.

Derive from this class to define new enumerations.

IMM_CORPORATE = 'IMM_CORPORATE'

class finpricing.utils.cds_style.CDSAccruedStyle

Bases: enum.Enum

Generic enumeration.

Derive from this class to define new enumerations.

SNAC = 'SNAC'

CONVENTIONAL = 'CONVENTIONAL'

class finpricing.utils.cds_style.CDSStyle

Bases: finpricing.utils.tools.ClassUtil

classmethod from_name(name)

Return a CDSStyle instance from a string of name

classmethod CORP_NA()

class finpricing.utils.cds_style.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: finpricing.utils.tools.ClassUtil

class finpricing.utils.cds_style.CDSStyleCorpNA

Bases: CDSStyleBase