BillCalcMode#

class rateslib.instruments.BillCalcMode(price_type, ytm_clone_kwargs)#

Bases: object

Define calculation conventions for Bill type.

Parameters:

  • price_type (str in {"simple", "discount"}) – The default calculation convention for the rate of the bill.

  • ytm_clone_kwargs (dict | str,) – A list of bond keyword arguments, or the spec for a given bond for which a replicable zero coupon bond is constructed and its YTM calculated as comparison.

Notes

  • “simple”: uses simple interest formula:

    \[P = \frac{100}{1+r_{simple}d}\]

  • “discount”: uses a discount rate:

    \[P = 100 ( 1 - r_{discount} d )\]

Attributes Summary

kwargs

String representation of the parameters for the calculation convention.

Attributes Documentation

kwargs#

String representation of the parameters for the calculation convention.