NDXCS
=====

.. currentmodule:: rateslib.instruments

.. autoclass:: NDXCS
   :show-inheritance:

   .. rubric:: Attributes Summary

   .. autosummary::

      ~NDXCS.fixed_rate
      ~NDXCS.float_spread
      ~NDXCS.kwargs
      ~NDXCS.leg1
      ~NDXCS.leg2
      ~NDXCS.leg2_fixed_rate
      ~NDXCS.leg2_float_spread
      ~NDXCS.legs
      ~NDXCS.rate_scalar
      ~NDXCS.settlement_params

   .. rubric:: Methods Summary

   .. autosummary::

      ~NDXCS.analytic_delta
      ~NDXCS.cashflows
      ~NDXCS.cashflows_table
      ~NDXCS.delta
      ~NDXCS.exo_delta
      ~NDXCS.gamma
      ~NDXCS.local_analytic_rate_fixings
      ~NDXCS.local_fixings
      ~NDXCS.npv
      ~NDXCS.rate
      ~NDXCS.reset_fixings
      ~NDXCS.spread

   .. rubric:: Attributes Documentation

   .. autoattribute:: fixed_rate
   .. autoattribute:: float_spread
   .. autoattribute:: kwargs
   .. autoattribute:: leg1
   .. autoattribute:: leg2
   .. autoattribute:: leg2_fixed_rate
   .. autoattribute:: leg2_float_spread
   .. autoattribute:: legs
   .. autoattribute:: rate_scalar
   .. autoattribute:: settlement_params

   .. rubric:: Methods Documentation

   .. automethod:: analytic_delta
   .. automethod:: cashflows
   .. automethod:: cashflows_table
   .. automethod:: delta
   .. automethod:: exo_delta
   .. automethod:: gamma
   .. automethod:: local_analytic_rate_fixings
   .. automethod:: local_fixings
   .. automethod:: npv
   .. automethod:: rate
   .. automethod:: reset_fixings
   .. automethod:: spread