FixedRateBond
=============

.. currentmodule:: rateslib.instruments

.. autoclass:: FixedRateBond
   :show-inheritance:

   .. rubric:: Attributes Summary

   .. autosummary::

      ~FixedRateBond.fixed_rate
      ~FixedRateBond.kwargs
      ~FixedRateBond.leg1
      ~FixedRateBond.legs
      ~FixedRateBond.rate_scalar
      ~FixedRateBond.settlement_params

   .. rubric:: Methods Summary

   .. autosummary::

      ~FixedRateBond.accrued
      ~FixedRateBond.analytic_delta
      ~FixedRateBond.cashflows
      ~FixedRateBond.cashflows_table
      ~FixedRateBond.convexity
      ~FixedRateBond.delta
      ~FixedRateBond.duration
      ~FixedRateBond.ex_div
      ~FixedRateBond.exo_delta
      ~FixedRateBond.fwd_from_repo
      ~FixedRateBond.gamma
      ~FixedRateBond.local_analytic_rate_fixings
      ~FixedRateBond.local_fixings
      ~FixedRateBond.npv
      ~FixedRateBond.oaspread
      ~FixedRateBond.price
      ~FixedRateBond.rate
      ~FixedRateBond.repo_from_fwd
      ~FixedRateBond.reset_fixings
      ~FixedRateBond.spread
      ~FixedRateBond.ytm

   .. rubric:: Attributes Documentation

   .. autoattribute:: fixed_rate
   .. autoattribute:: kwargs
   .. autoattribute:: leg1
   .. autoattribute:: legs
   .. autoattribute:: rate_scalar
   .. autoattribute:: settlement_params

   .. rubric:: Methods Documentation

   .. automethod:: accrued
   .. automethod:: analytic_delta
   .. automethod:: cashflows
   .. automethod:: cashflows_table
   .. automethod:: convexity
   .. automethod:: delta
   .. automethod:: duration
   .. automethod:: ex_div
   .. automethod:: exo_delta
   .. automethod:: fwd_from_repo
   .. automethod:: gamma
   .. automethod:: local_analytic_rate_fixings
   .. automethod:: local_fixings
   .. automethod:: npv
   .. automethod:: oaspread
   .. automethod:: price
   .. automethod:: rate
   .. automethod:: repo_from_fwd
   .. automethod:: reset_fixings
   .. automethod:: spread
   .. automethod:: ytm