derivitec.tradables.types.IRLegFixed

class derivitec.tradables.types.IRLegFixed(business_day_convention=None, calendar=None, currency=None, day_count_convention=None, effective_date=None, end_stub=None, end_to_end=None, expiration_date=None, identifier=None, interest_rate=None, pay_notional_at_start=None, receive_notional_at_end=None, roll_date=None, start_stub=None, tenor=None, **kwargs)

__init__(business_day_convention=None, calendar=None, currency=None, day_count_convention=None, effective_date=None, end_stub=None, end_to_end=None, expiration_date=None, identifier=None, interest_rate=None, pay_notional_at_start=None, receive_notional_at_end=None, roll_date=None, start_stub=None, tenor=None, **kwargs)

Parameters:

• business_day_convention – The business day convention

• calendar – The calendar

• 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

• identifier – The security identifier

• interest_rate – The interest rate

• pay_notional_at_start – The pay notional at start

• receive_notional_at_end – The receive notional at end

• roll_date – The roll date

• start_stub – The start stub

• tenor – The tenor

Methods

IsKeyValuePairListType(key_class_instance, ...)
__init__([business_day_convention, ...])
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()