Defaults

class rateslib.default.Defaults

Bases: object

The defaults object used by initialising objects. Values are printed below:

In [1]: from rateslib import defaults

In [2]: print(defaults.print())
Scheduling:

	stub: SHORTFRONT
	stub_length: SHORT
	modifier: MF
	eom: False
	eom_fx: True
	eval_mode: swaps_align
	frequency_months: {'M': 1, 'B': 2, 'Q': 3, 'T': 4, 'S': 6, 'A': 12, 'Z': 100000000.0}

Instruments:

	convention: ACT360
	payment_lag: 2
	payment_lag_exchange: 0
	payment_lag_specific: {'IRS': 2, 'STIRFuture': 0, 'IIRS': 2, 'ZCS': 2, 'ZCIS': 0, 'FXSwap': 0, 'SBS': 2, 'Swap': 2, 'XCS': 2, 'FixedRateBond': 0, 'IndexFixedRateBond': 0, 'FloatRateNote': 0, 'Bill': 0, 'FRA': 0}
	notional: 1000000.0
	fixing_method: rfr_payment_delay
	fixing_method_param: {'rfr_payment_delay': 0, 'rfr_observation_shift': 2, 'rfr_lockout': 2, 'rfr_lookback': 2, 'rfr_payment_delay_avg': 0, 'rfr_observation_shift_avg': 2, 'rfr_lockout_avg': 2, 'rfr_lookback_avg': 2, 'ibor': 2}
	spread_compound_method: none_simple
	base_currency: usd

Curves:

	interpolation: {'Curve': 'log_linear', 'LineCurve': 'linear', 'IndexCurve': 'linear_index'}
	endpoints: natural
	multi_csa_steps: [2, 5, 10, 20, 30, 50, 77, 81, 86, 91, 96, 103, 110, 119, 128, 140, 153, 169, 188, 212, 242, 281, 332, 401, 498, 636, 835, 1104, 1407, 1646, 1766, 1808, 1821, 1824, 1825]

Solver:

	algorithm: levenberg_marquardt
	tag: v
	curve_not_in_solver: ignore

Miscellaneous:

	headers: {'type': 'Type', 'stub_type': 'Period', 'u_acc_start': 'Unadj Acc Start', 'u_acc_end': 'Unadj Acc End', 'a_acc_start': 'Acc Start', 'a_acc_end': 'Acc End', 'payment': 'Payment', 'convention': 'Convention', 'dcf': 'DCF', 'df': 'DF', 'notional': 'Notional', 'currency': 'Ccy', 'rate': 'Rate', 'spread': 'Spread', 'npv': 'NPV', 'cashflow': 'Cashflow', 'fx': 'FX Rate', 'npv_fx': 'NPV Ccy', 'real_cashflow': 'Real Cashflow', 'index_value': 'Index Val', 'index_ratio': 'Index Ratio', 'index_base': 'Index Base', 'collateral': 'Collateral', 'pair': 'Pair', 'expiry': 'Expiry', 't_e': 'Time to Expiry', 'delivery': 'Delivery', 'model': 'Model', 'vol': 'Vol', 'strike': 'Strike'}
	no_fx_fixings_for_xcs: warn
	pool: 1

Methods Summary

print()	Return a string representation of the current values in the defaults object.
reset_defaults()	Revert defaults back to their initialisation status.

Methods Documentation

print()

Return a string representation of the current values in the defaults object.

reset_defaults()

Revert defaults back to their initialisation status.

Examples

In [1]: from rateslib import defaults

In [2]: defaults.reset_defaults()