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Rateslib 1.2.x documentation - Home Rateslib 1.2.x documentation - Home
  • Get Started
  • Licence
  • User Guide
  • About
  • API Reference
    • Release Notes
    • Supplemental
  • Get Started
  • Licence
  • User Guide
  • About
  • API Reference
  • Release Notes
  • Supplemental

Section Navigation

  • FX
    • FX Spot Rates
    • FX Forward Rates
  • Instruments
    • Periods
    • Legs
    • Securities
    • Single Currency Derivatives
    • Multi-Currency Derivatives
    • FX Volatility
    • Utilities and Instrument Combinations
  • Constructing Curves
    • Curves
    • Solver
    • FX Vol Surfaces
  • Pricing Mechanisms
  • Risk Sensitivity
    • Delta Risk
    • Gamma Risk
  • Utilities
    • Calendars
    • Schedule
    • Piecewise Polynomial Splines
    • Dual Numbers
    • Defaults
  • Cookbook
    • Solving Curves with a Dependency Chain
    • How to Handle Turns in Rateslib
    • Comparing Curve Building and Instrument Pricing with QuantLib
    • Pricing IBOR Interpolated Stub Periods
    • Working with Fixings
    • Building a Risk Framework Including STIR Convexity Adjustments
    • Exploring Bond Basis and Bond Futures DV01
    • Bond Future CTD Multi-Scenario Analysis
  • Coverage
  • User Guide
  • Utilities

Utilities#

The modules below are utility modules that provide underlying functionality to the instruments and curves modules.

Contents:

  • Calendars
  • Schedule
  • Piecewise Polynomial Splines
  • Dual Numbers
  • Defaults

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