Utilities and Instrument Combinations

Combinations allow common interbank traded structures to be created, and Value and VolValue are null objects typically used to directly parametrize a Curve or a FXDeltaVolSmile via a Solver.

rateslib.instruments.Value(effective[, ...])	A null Instrument which can be used within a Solver to directly parametrise a Curve node, via some calculated value.
rateslib.instruments.VolValue(index_value[, ...])	A null Instrument which can be used within a Solver to directly parametrise a Vol node, via some calculated metric.
rateslib.instruments.Spread(instrument1, ...)	A spread instrument defined as the difference in rate between two Instruments.
rateslib.instruments.Fly(instrument1, ...)	A butterfly instrument which is, mechanically, the spread of two spread instruments.
rateslib.instruments.Portfolio(instruments)	Create a collection of Instruments to group metrics