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  • Get Started
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  • IndexMixin
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  • newton_1dim
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  • quadratic_eqn
  • Gradients
  • Solver
  • Cookbook
    • Solving Curves with a Dependency Chain
    • How to Handle Turns in Rateslib
    • Comparing Curve Building and Instrument Pricing with QuantLib
    • Constructing Curves from (CC) Zero Rates
    • A EURUSD market for IRS, cross-currency and FX volatility
    • FX Volatility Surface Temporal Interpolation
    • Pricing IBOR Interpolated Stub Periods
    • Working with Fixings
    • Valuing Historical Swaps at Today’s Date
    • Applying Amortization to Instruments
    • Configuring Cross-Currency Swaps - is it USDCAD or CADUSD?
    • Building a Risk Framework Including STIR Convexity Adjustments
    • Exploring Bond Basis and Bond Futures DV01
    • Bond Future CTD Multi-Scenario Analysis
  • API Reference
  • IndexLegMixin

IndexLegMixin#

class rateslib.legs.IndexLegMixin#

Bases: object

Attributes Summary

index_base

index_fixings

index_method

schedule

Attributes Documentation

index_base#
index_fixings#
index_method = None#
schedule = None#

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IndexFixedLeg

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ZeroFixedLeg

On this page
  • IndexLegMixin
    • IndexLegMixin.index_base
    • IndexLegMixin.index_fixings
    • IndexLegMixin.index_method
    • IndexLegMixin.schedule

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