Index

_

__add__() (finpricing.utils.Date method), [1], [2], [3], [4] (finpricing.utils.date.Date method) __eq__() (finpricing.utils.Date method), [1], [2], [3], [4] (finpricing.utils.date.Date method) __hash__() (finpricing.utils.Date method), [1], [2], [3], [4] (finpricing.utils.date.Date method) __lt__() (finpricing.utils.Date method), [1], [2], [3], [4] (finpricing.utils.date.Date method) __mul__() (finpricing.utils.date.TimeInterval method) (finpricing.utils.TimeInterval method), [1], [2] __neg__() (finpricing.utils.date.TimeInterval method) (finpricing.utils.TimeInterval method), [1], [2] __repr__() (finpricing.instrument.fixed_bond.FixedBond method) (finpricing.utils.Date method), [1], [2], [3], [4] (finpricing.utils.date.Date method) (finpricing.utils.date.TimeInterval method) (finpricing.utils.day_count.DayCount method) (finpricing.utils.DayCount method) (finpricing.utils.interpolator.Interpolator method) (finpricing.utils.payment_schedule.PaymentSchedule method) (finpricing.utils.TimeInterval method), [1], [2]

__rmul__() (finpricing.utils.date.TimeInterval method) (finpricing.utils.TimeInterval method), [1], [2] __sub__() (finpricing.utils.Date method), [1], [2], [3], [4] (finpricing.utils.date.Date method) __version__ (in module finpricing) _annual_discount() (finpricing.market.discount_curve_zero.FlatForwardInterpolator method) _generate_adj_payment_dates() (finpricing.utils.payment_schedule.PaymentSchedule method) _generate_payment_dates_with_additional_date() (finpricing.model.cds_pricer.CDSPricer method) _generate_unadj_payment_dates() (finpricing.utils.payment_schedule.PaymentSchedule method) _get_hazard_rate_derivative_at_zero() (finpricing.model.bond_curve_solver.BondCurveSolver method) (finpricing.model.BondCurveSolver method) _get_tuning_scalar() (finpricing.model.bond_curve_solver.BondCurveSolver method) (finpricing.model.BondCurveSolver method)

A

accrual_integral() (in module finpricing.model.utils.bond_pricing_utils) accrued_interest (finpricing.model.cds_pricer.CDSPricer property) ACT_360 (finpricing.utils.day_count.DayCountTypes attribute) (finpricing.utils.DayCountTypes attribute), [1] ACT_365 (finpricing.utils.day_count.DayCountTypes attribute) (finpricing.utils.DayCountTypes attribute), [1] ACT_ACT_ISDA (finpricing.utils.day_count.DayCountTypes attribute) (finpricing.utils.DayCountTypes attribute), [1] add_business_days() (finpricing.utils.Calendar method), [1] (finpricing.utils.calendar.Calendar method) add_days() (finpricing.utils.Date method), [1], [2], [3], [4] (finpricing.utils.date.Date method) add_interval() (finpricing.utils.Date method), [1], [2], [3], [4] (finpricing.utils.date.Date method)

add_months() (finpricing.utils.Date method), [1], [2], [3], [4] (finpricing.utils.date.Date method) add_tenor() (finpricing.utils.Date method), [1], [2], [3], [4] (finpricing.utils.date.Date method) add_weeks() (finpricing.utils.Date method), [1], [2], [3], [4] (finpricing.utils.date.Date method) add_years() (finpricing.utils.Date method), [1], [2], [3], [4] (finpricing.utils.date.Date method) adjust() (finpricing.utils.Calendar method), [1] (finpricing.utils.calendar.Calendar method) ANNUAL (finpricing.utils.frequency.FrequencyTypes attribute) (finpricing.utils.FrequencyTypes attribute), [1] annual_discount() (finpricing.market.discount_curve_zero.FlatForwardInterpolator method)

B

BACKWARD (finpricing.utils.calendar.DateGenRuleTypes attribute) (finpricing.utils.DateGenRuleTypes attribute) BASIS_SOLVER_PARAMS (in module finpricing.model.bond_basis_solver) BondBasisSolver() (in module finpricing.model.bond_basis_solver) BondCurveAnalyticsHelper (class in finpricing.model) (class in finpricing.model.bond_curve_solver)

BondCurveSolver (class in finpricing.model) (class in finpricing.model.bond_curve_solver) bps_formatter() (in module finpricing.utils.instaplot) BusDayAdjustTypes (class in finpricing.utils), [1], [2] (class in finpricing.utils.bus_day_adj)

C

Calendar (class in finpricing.utils), [1] (class in finpricing.utils.calendar) CalendarTypes (class in finpricing.utils), [1] (class in finpricing.utils.holiday) cashflows (finpricing.instrument.fixed_coupon_leg.FixedCouponLegBase property) cds_market_spread() (in module finpricing.model.cds_analytics) cds_market_spreads() (in module finpricing.model) (in module finpricing.model.cds_analytics) cds_style (finpricing.model.cds_pricer.CDSPricer property) CDSAccruedStyle (class in finpricing.utils) (class in finpricing.utils.cds_style) CDSContingentLeg (class in finpricing.instrument.cds) CDSCurve (class in finpricing.market) (class in finpricing.market.cds_curve) CDSEffectiveDateStyle (class in finpricing.utils) (class in finpricing.utils.cds_style) CDSFixedCouponLeg (class in finpricing.instrument.cds) CDSPricer (class in finpricing.model.cds_pricer) CDSStubType (class in finpricing.utils), [1] (class in finpricing.utils.cds_style) CDSStyle (class in finpricing.utils), [1] (class in finpricing.utils.cds_style) CDSStyleBase (class in finpricing.utils) (class in finpricing.utils.cds_style)

CDSStyleCorpNA (class in finpricing.utils) (class in finpricing.utils.cds_style) CDSTermStyle (class in finpricing.utils), [1] (class in finpricing.utils.cds_style) ClassUtil (class in finpricing.utils), [1] (class in finpricing.utils.tools) CONTINUOUS (finpricing.utils.frequency.FrequencyTypes attribute) (finpricing.utils.FrequencyTypes attribute), [1] continuous_discount() (finpricing.market.discount_curve_zero.FlatForwardInterpolator method) CONVENTIONAL (finpricing.utils.cds_style.CDSAccruedStyle attribute) (finpricing.utils.CDSAccruedStyle attribute) convert_dates_to_times() (finpricing.utils.day_count.DayCount method) (finpricing.utils.DayCount method) convert_from_datetime() (finpricing.utils.Date class method), [1], [2], [3], [4] (finpricing.utils.date.Date class method) convert_from_datetimes() (finpricing.utils.Date class method), [1], [2], [3], [4] (finpricing.utils.date.Date class method) CORP_NA() (finpricing.utils.cds_style.CDSStyle class method) (finpricing.utils.CDSStyle class method), [1] coupon_cashflows (finpricing.model.fixed_bond_pricer.FixedBondPricer property) (finpricing.model.FixedBondPricer property) coupon_leg_accrued_interest() (finpricing.model.cds_pricer.CDSPricer method) coupon_rate (finpricing.instrument.fixed_bond.FixedBond property) CreditDefaultSwap (class in finpricing.instrument.cds) CurveInterpolator (class in finpricing.utils.interpolator)

D

Date (class in finpricing.utils), [1], [2], [3], [4] (class in finpricing.utils.date) DateGenerator (class in finpricing.utils) (class in finpricing.utils.date_generator) DateGenRuleTypes (class in finpricing.utils) (class in finpricing.utils.calendar) datetimeToDates() (in module finpricing.utils), [1] (in module finpricing.utils.tools) DayCount (class in finpricing.utils) (class in finpricing.utils.day_count) DayCountTypes (class in finpricing.utils), [1] (class in finpricing.utils.day_count) days_between() (finpricing.utils.day_count.DayCount method) (finpricing.utils.DayCount method)

dfs (finpricing.utils.interpolator.Interpolator property) dict_to_obj_str() (in module finpricing.utils) (in module finpricing.utils.tools) dirty_prices (finpricing.model.bond_curve_solver.BondCurveAnalyticsHelper property) (finpricing.model.BondCurveAnalyticsHelper property) discount() (finpricing.market.discount_curve_zero.DiscountCurve method) (finpricing.market.discount_curve_zero.DiscountCurveZeroRates method) (finpricing.market.discount_curve_zero.DiscountCurveZeroShifted method) discount_curves (finpricing.model.bond_curve_solver.BondCurveAnalyticsHelper property) (finpricing.model.BondCurveAnalyticsHelper property) DiscountCurve (class in finpricing.market.discount_curve_zero) DiscountCurveZeroRates (class in finpricing.market.discount_curve_zero) DiscountCurveZeroShifted (class in finpricing.market.discount_curve_zero)

E

eval() (finpricing.market.discount_curve_zero.FlatForwardInterpolator method) (finpricing.utils.interpolator.Interpolator method)

F

f() (finpricing.market.survival_curve_ns.SurvivalCurveNelsonSiegel static method) (finpricing.market.SurvivalCurveNelsonSiegel static method) f_integral() (finpricing.market.survival_curve_ns.SurvivalCurveNelsonSiegel static method) (finpricing.market.SurvivalCurveNelsonSiegel static method) finpricing module finpricing.finpricing module finpricing.instrument module finpricing.instrument.cds module finpricing.instrument.fixed_bond module finpricing.instrument.fixed_coupon_leg module finpricing.instrument.principal_leg module finpricing.market module finpricing.market.cds_curve module finpricing.market.discount_curve_zero module finpricing.market.lgd_curve module finpricing.market.recovery_curve module finpricing.market.survival_curve_ns module finpricing.market.survival_curve_step module finpricing.model module finpricing.model.bond_basis_solver module finpricing.model.bond_curve_solver module finpricing.model.cds_analytics module finpricing.model.cds_pricer module finpricing.model.fixed_bond_pricer module finpricing.model.utils module finpricing.model.utils.bond_pricing_utils module finpricing.utils module finpricing.utils.bus_day_adj module finpricing.utils.calendar module finpricing.utils.cds_style module

finpricing.utils.date module finpricing.utils.date_generator module finpricing.utils.day_count module finpricing.utils.error module finpricing.utils.frequency module finpricing.utils.holiday module finpricing.utils.instaplot module finpricing.utils.interpolator module finpricing.utils.literal module finpricing.utils.pandas_holiday module finpricing.utils.payment_schedule module finpricing.utils.tools module first_valid() (finpricing.utils.ClassUtil method), [1] (finpricing.utils.tools.ClassUtil method) FixedBond (class in finpricing.instrument.fixed_bond) FixedBondPaymentSchedule (class in finpricing.utils.payment_schedule) FixedBondPricer (class in finpricing.model) (class in finpricing.model.fixed_bond_pricer) FixedCouponLeg (class in finpricing.instrument.fixed_coupon_leg) FixedCouponLegBase (class in finpricing.instrument.fixed_coupon_leg) FLAT_FWD_RATES (finpricing.utils.interpolator.InterpTypes attribute) FlatForwardInterpolator (class in finpricing.market.discount_curve_zero) FOLLOWING (finpricing.utils.bus_day_adj.BusDayAdjustTypes attribute) (finpricing.utils.BusDayAdjustTypes attribute), [1], [2] FORWARD (finpricing.utils.calendar.DateGenRuleTypes attribute) (finpricing.utils.DateGenRuleTypes attribute) FrequencyTypes (class in finpricing.utils), [1] (class in finpricing.utils.frequency) FRI (finpricing.utils.Date attribute), [1], [2], [3], [4] (finpricing.utils.date.Date attribute) from_cashflows() (finpricing.instrument.fixed_coupon_leg.FixedCouponLeg class method) from_cds() (finpricing.model.cds_pricer.CDSPricer class method) from_datetime() (finpricing.utils.Date class method), [1], [2], [3], [4] (finpricing.utils.date.Date class method) from_name() (finpricing.utils.cds_style.CDSStyle class method) (finpricing.utils.CDSStyle class method), [1] from_recovery_rate() (finpricing.market.lgd_curve.LGDCurveConstant class method) (finpricing.market.recovery_curve.RecoveryCurveConstant class method) from_string() (finpricing.utils.date.TimeInterval class method) (finpricing.utils.TimeInterval class method), [1], [2] from_tuple() (finpricing.utils.Date class method), [1], [2], [3], [4] (finpricing.utils.date.Date class method)

G

generate_cashflows() (finpricing.instrument.fixed_coupon_leg.FixedCouponLegBase method) generate_cds() (finpricing.utils.date_generator.DateGenerator static method) (finpricing.utils.DateGenerator static method) generate_cds_adjust() (finpricing.utils.date_generator.DateGenerator static method) (finpricing.utils.DateGenerator static method) generate_cds_effective_date() (finpricing.utils.date_generator.DateGenerator static method) (finpricing.utils.DateGenerator static method) generate_cds_maturity_date() (finpricing.utils.date_generator.DateGenerator static method) (finpricing.utils.DateGenerator static method) generate_extended() (finpricing.utils.date_generator.DateGenerator static method) (finpricing.utils.DateGenerator static method) generate_upfront_payment_date() (finpricing.model.cds_pricer.CDSPricer method)

get_bond_bases() (finpricing.model.bond_curve_solver.BondCurveAnalyticsHelper method) (finpricing.model.BondCurveAnalyticsHelper method) get_euqal_weights() (finpricing.model.bond_curve_solver.BondCurveSolver method) (finpricing.model.BondCurveSolver method) get_penalty() (finpricing.model.bond_curve_solver.BondCurveSolver method) (finpricing.model.BondCurveSolver method) get_weighted_residuals_and_penalty() (finpricing.model.bond_curve_solver.BondCurveSolver method) (finpricing.model.BondCurveSolver method) getSurvivalCurve() (finpricing.market.survival_curve_ns.SurvivalCurveNelsonSiegel method) (finpricing.market.SurvivalCurveNelsonSiegel method) getSurvivalCurveGenerator() (finpricing.model.bond_curve_solver.BondCurveSolver method) (finpricing.model.BondCurveSolver method)

H

hazard_rate_from_probs() (in module finpricing.model.utils.bond_pricing_utils) hazard_rates() (finpricing.market.survival_curve_ns.SurvivalCurveNelsonSiegel method) (finpricing.market.SurvivalCurveNelsonSiegel method)

Holiday (class in finpricing.utils) (class in finpricing.utils.holiday) holiday_united_states() (finpricing.utils.Holiday method) (finpricing.utils.holiday.Holiday method)

I

IMM_CORPORATE (finpricing.utils.cds_style.CDSTermStyle attribute) (finpricing.utils.CDSTermStyle attribute), [1] Interpolator (class in finpricing.utils.interpolator) InterpTypes (class in finpricing.utils.interpolator) is_business_day() (finpricing.utils.Calendar method), [1] (finpricing.utils.calendar.Calendar method)

is_holiday() (finpricing.utils.Calendar method), [1] (finpricing.utils.calendar.Calendar method) (finpricing.utils.Holiday method) (finpricing.utils.holiday.Holiday method) is_weekend (finpricing.utils.Date property), [1], [2], [3], [4] (finpricing.utils.date.Date property)

L

LGDCurve (class in finpricing.market.lgd_curve) LGDCurveConstant (class in finpricing.market.lgd_curve) Literal (class in finpricing.utils) (class in finpricing.utils.literal)

loss() (finpricing.market.lgd_curve.LGDCurve method) (finpricing.market.lgd_curve.LGDCurveConstant method) (finpricing.market.recovery_curve.RecoveryCurveConstant method)

M

make_simple() (finpricing.instrument.cds.CDSContingentLeg class method) make_standard() (finpricing.instrument.cds.CreditDefaultSwap class method) maturity_date (finpricing.instrument.fixed_bond.FixedBond property) maturity_dates (finpricing.model.bond_curve_solver.BondCurveAnalyticsHelper property) (finpricing.model.BondCurveAnalyticsHelper property) maturity_span (finpricing.model.bond_curve_solver.BondCurveAnalyticsHelper property) (finpricing.model.BondCurveAnalyticsHelper property) median_dummy_curve_level (finpricing.model.bond_curve_solver.PenaltyParameter attribute) MINIMUM_DENOMINATOR (in module finpricing.model.utils.bond_pricing_utils) MODIFIED_FOLLOWING (finpricing.utils.bus_day_adj.BusDayAdjustTypes attribute) (finpricing.utils.BusDayAdjustTypes attribute), [1], [2] MODIFIED_PREVIOUS (finpricing.utils.bus_day_adj.BusDayAdjustTypes attribute) (finpricing.utils.BusDayAdjustTypes attribute), [1], [2] module finpricing finpricing.finpricing finpricing.instrument finpricing.instrument.cds finpricing.instrument.fixed_bond finpricing.instrument.fixed_coupon_leg finpricing.instrument.principal_leg finpricing.market finpricing.market.cds_curve finpricing.market.discount_curve_zero finpricing.market.lgd_curve finpricing.market.recovery_curve finpricing.market.survival_curve_ns finpricing.market.survival_curve_step finpricing.model finpricing.model.bond_basis_solver finpricing.model.bond_curve_solver finpricing.model.cds_analytics finpricing.model.cds_pricer finpricing.model.fixed_bond_pricer finpricing.model.utils finpricing.model.utils.bond_pricing_utils finpricing.utils finpricing.utils.bus_day_adj finpricing.utils.calendar finpricing.utils.cds_style finpricing.utils.date finpricing.utils.date_generator finpricing.utils.day_count finpricing.utils.error finpricing.utils.frequency finpricing.utils.holiday finpricing.utils.instaplot finpricing.utils.interpolator finpricing.utils.literal finpricing.utils.pandas_holiday finpricing.utils.payment_schedule finpricing.utils.tools

MON (finpricing.utils.Date attribute), [1], [2], [3], [4] (finpricing.utils.date.Date attribute) MONTHLY (finpricing.utils.frequency.FrequencyTypes attribute) (finpricing.utils.FrequencyTypes attribute), [1]

N

NO_STUB (finpricing.utils.cds_style.CDSStubType attribute) (finpricing.utils.CDSStubType attribute), [1] NONE (finpricing.utils.bus_day_adj.BusDayAdjustTypes attribute) (finpricing.utils.BusDayAdjustTypes attribute), [1], [2] (finpricing.utils.CalendarTypes attribute), [1] (finpricing.utils.holiday.CalendarTypes attribute)

NotSupportedError, [1], [2]

O

ONE_BASIS_POINT (finpricing.utils.Literal attribute) (finpricing.utils.literal.Literal attribute) ONE_BILLION (finpricing.utils.Literal attribute) (finpricing.utils.literal.Literal attribute) ONE_HUNDRED (finpricing.utils.Literal attribute) (finpricing.utils.literal.Literal attribute)

ONE_MILLION (finpricing.utils.Literal attribute) (finpricing.utils.literal.Literal attribute) ONE_PERCENT (finpricing.utils.Literal attribute) (finpricing.utils.literal.Literal attribute) ONE_THOUSAND (finpricing.utils.Literal attribute) (finpricing.utils.literal.Literal attribute)

P

par_spread() (finpricing.model.cds_pricer.CDSPricer method) payment_dates (finpricing.utils.payment_schedule.PaymentSchedule property) PaymentSchedule (class in finpricing.utils.payment_schedule) PCD (finpricing.utils.cds_style.CDSEffectiveDateStyle attribute) (finpricing.utils.CDSEffectiveDateStyle attribute) penalize_inverted_curve (finpricing.model.bond_curve_solver.PenaltyParameter attribute) penalize_maturity_span (finpricing.model.bond_curve_solver.PenaltyParameter attribute) penalize_sample_size (finpricing.model.bond_curve_solver.PenaltyParameter attribute) penalty_inverted_threshold (finpricing.model.bond_curve_solver.PenaltyParameter attribute) penalty_inverted_tuning (finpricing.model.bond_curve_solver.PenaltyParameter attribute) penalty_ridge_tuning (finpricing.model.bond_curve_solver.PenaltyParameter attribute) PenaltyParameter (class in finpricing.model.bond_curve_solver) plot() (in module finpricing.utils.instaplot) plotting_decorator() (in module finpricing.utils.instaplot) prettyTableByColumn() (in module finpricing.utils) (in module finpricing.utils.tools) prettyTableByRow() (in module finpricing.utils) (in module finpricing.utils.tools)

PREVIOUS (finpricing.utils.bus_day_adj.BusDayAdjustTypes attribute) (finpricing.utils.BusDayAdjustTypes attribute), [1], [2] price() (finpricing.model.fixed_bond_pricer.FixedBondPricer method) (finpricing.model.FixedBondPricer method) price_with_basis() (finpricing.model.fixed_bond_pricer.FixedBondPricer method) (finpricing.model.FixedBondPricer method) principal_amount (finpricing.model.fixed_bond_pricer.FixedBondPricer property) (finpricing.model.FixedBondPricer property) principal_integral() (in module finpricing.model.utils.bond_pricing_utils) principal_pv() (finpricing.model.fixed_bond_pricer.FixedBondPricer method) (finpricing.model.FixedBondPricer method) PrincipalLeg (class in finpricing.instrument.principal_leg) print_cashflows() (finpricing.instrument.fixed_coupon_leg.FixedCouponLegBase method) pv() (finpricing.model.cds_pricer.CDSPricer method) pv_annuity() (finpricing.model.cds_pricer.CDSPricer method) pv_contingent_leg() (finpricing.model.cds_pricer.CDSPricer method) pv_contingent_leg_unit_notional() (finpricing.model.cds_pricer.CDSPricer method) pv_coupon_leg() (finpricing.model.cds_pricer.CDSPricer method)

Q

QUARTERLY (finpricing.utils.frequency.FrequencyTypes attribute) (finpricing.utils.FrequencyTypes attribute), [1]

R

recovery_rates (finpricing.model.bond_curve_solver.BondCurveAnalyticsHelper property) (finpricing.model.BondCurveAnalyticsHelper property) RecoveryCurve (class in finpricing.market) (class in finpricing.market.recovery_curve) RecoveryCurveConstant (class in finpricing.market.recovery_curve)

resolve_dates() (finpricing.utils.ClassUtil method), [1] (finpricing.utils.tools.ClassUtil method) rules (finpricing.utils.pandas_holiday.USBankHolidaysCalendar attribute) run_annual_compounding() (finpricing.market.discount_curve_zero.FlatForwardInterpolator method) run_continuous_flat_forward_rates() (finpricing.market.discount_curve_zero.FlatForwardInterpolator method)

S

SAT (finpricing.utils.Date attribute), [1], [2], [3], [4] (finpricing.utils.date.Date attribute) save_attributes() (finpricing.utils.ClassUtil method), [1] (finpricing.utils.tools.ClassUtil method) scatter() (in module finpricing.utils.instaplot) SEMI_ANNUAL (finpricing.utils.frequency.FrequencyTypes attribute) (finpricing.utils.FrequencyTypes attribute), [1] settlement_dates (finpricing.model.bond_curve_solver.BondCurveAnalyticsHelper property) (finpricing.model.BondCurveAnalyticsHelper property) setup() (finpricing.model.bond_curve_solver.BondCurveAnalyticsHelper method) (finpricing.model.BondCurveAnalyticsHelper method) SNAC (finpricing.utils.cds_style.CDSAccruedStyle attribute) (finpricing.utils.CDSAccruedStyle attribute) solve() (finpricing.model.bond_curve_solver.BondCurveSolver method) (finpricing.model.BondCurveSolver method) solve_basis() (finpricing.model.fixed_bond_pricer.FixedBondPricer method) (finpricing.model.FixedBondPricer method)

strftime() (finpricing.utils.Date method), [1], [2], [3], [4] (finpricing.utils.date.Date method) SUN (finpricing.utils.Date attribute), [1], [2], [3], [4] (finpricing.utils.date.Date attribute) survival() (finpricing.market.survival_curve_ns.SurvivalCurve method) (finpricing.market.survival_curve_ns.SurvivalCurveNelsonSiegel method) (finpricing.market.survival_curve_step.SurvivalCurveStep method) (finpricing.market.SurvivalCurveNelsonSiegel method) (finpricing.market.SurvivalCurveStep method) survival_curves (finpricing.model.bond_curve_solver.BondCurveAnalyticsHelper property) (finpricing.model.BondCurveAnalyticsHelper property) SurvivalCurve (class in finpricing.market.survival_curve_ns) SurvivalCurveNelsonSiegel (class in finpricing.market) (class in finpricing.market.survival_curve_ns) SurvivalCurveStep (class in finpricing.market) (class in finpricing.market.survival_curve_step)

T

THIRTY_360 (finpricing.utils.day_count.DayCountTypes attribute) (finpricing.utils.DayCountTypes attribute), [1] Thirty_E_360 (finpricing.utils.day_count.DayCountTypes attribute) (finpricing.utils.DayCountTypes attribute), [1] Thirty_E_360_ISDA (finpricing.utils.day_count.DayCountTypes attribute) (finpricing.utils.DayCountTypes attribute), [1] THU (finpricing.utils.Date attribute), [1], [2], [3], [4] (finpricing.utils.date.Date attribute)

TimeInterval (class in finpricing.utils), [1], [2] (class in finpricing.utils.date) times (finpricing.utils.interpolator.Interpolator property) to_tuple() (finpricing.utils.Date method), [1], [2], [3], [4] (finpricing.utils.date.Date method) TUE (finpricing.utils.Date attribute), [1], [2], [3], [4] (finpricing.utils.date.Date attribute)

U

UNIT (finpricing.utils.Literal attribute) (finpricing.utils.literal.Literal attribute)

UNITED_STATES (finpricing.utils.CalendarTypes attribute), [1] (finpricing.utils.holiday.CalendarTypes attribute) USBankHolidaysCalendar (class in finpricing.utils.pandas_holiday)

V

validate() (finpricing.utils.interpolator.Interpolator method)

valuation_date (finpricing.model.bond_curve_solver.BondCurveAnalyticsHelper property) (finpricing.model.BondCurveAnalyticsHelper property)

W

WED (finpricing.utils.Date attribute), [1], [2], [3], [4] (finpricing.utils.date.Date attribute) WEEKEND (finpricing.utils.CalendarTypes attribute), [1] (finpricing.utils.holiday.CalendarTypes attribute)

welsch_loss() (finpricing.model.bond_curve_solver.BondCurveSolver static method) (finpricing.model.BondCurveSolver static method) WRAPPING_ARGS (in module finpricing.utils.instaplot)

Y

year_frac (finpricing.utils.day_count.DayCount attribute) (finpricing.utils.DayCount attribute)

year_fraction() (finpricing.utils.day_count.DayCount method) (finpricing.utils.DayCount method)

Z

ZERO (finpricing.utils.Literal attribute) (finpricing.utils.literal.Literal attribute)