derivitec.tradables.types.IRLeg

class derivitec.tradables.types.IRLeg(averaging_method=None, averaging_methods=None, business_day_convention=None, currency=None, day_count_convention=None, effective_date=None, end_stub=None, end_to_end=None, expiration_date=None, fixed_rates=None, identifier=None, next_cash_flow_index=None, ois_compounding_frequency=None, pay_notional_at_start=None, payment_calendar=None, payment_frequencies=None, payment_frequency=None, payment_lag=None, period_end_dates_stored=None, rate_asset_name=None, receive_notional_at_end=None, reset_calendar=None, roll_date=None, spreads=None, start_stub=None, use_imm_dates=None, **kwargs)

__init__(averaging_method=None, averaging_methods=None, business_day_convention=None, currency=None, day_count_convention=None, effective_date=None, end_stub=None, end_to_end=None, expiration_date=None, fixed_rates=None, identifier=None, next_cash_flow_index=None, ois_compounding_frequency=None, pay_notional_at_start=None, payment_calendar=None, payment_frequencies=None, payment_frequency=None, payment_lag=None, period_end_dates_stored=None, rate_asset_name=None, receive_notional_at_end=None, reset_calendar=None, roll_date=None, spreads=None, start_stub=None, use_imm_dates=None, **kwargs)

Parameters:

• averaging_method – The averaging method

• averaging_methods – The averaging methods

• business_day_convention – The business day convention

• currency – The currency

• day_count_convention – The day count convention

• effective_date – The effective date

• end_stub – The end stub

• end_to_end – The end to end

• expiration_date – The expiration date

• fixed_rates – The fixed rates

• identifier – The security identifier

• next_cash_flow_index – The next cash flow index

:param ois_compounding_frequency :param pay_notional_at_start: The pay notional at start :param payment_calendar: The payment calendar :param payment_frequencies: The payment frequencies :param payment_frequency: The payment frequency :param payment_lag: The payment lag :param period_end_dates_stored: The period end dates stored :param rate_asset_name: The rate asset name :param receive_notional_at_end: The receive notional at end :param reset_calendar: The reset calendar :param roll_date: The roll date :param spreads: The spreads :param start_stub: The start stub :param use_imm_dates: The use IMM dates flag

Methods

IsKeyValuePairListType(key_class_instance, ...)
__init__([averaging_method, ...])
json_params()	JSON param names.
rebuild(content)	Recursive rebuild.
recursive_decompose(item)	Helper function to recursively convert some types to a suitable format for json.
to_dict()
typename()