STIRFuture
==========

.. currentmodule:: rateslib.instruments

.. autoclass:: STIRFuture
   :show-inheritance:

   .. rubric:: Attributes Summary

   .. autosummary::

      ~STIRFuture.fixed_rate
      ~STIRFuture.kwargs
      ~STIRFuture.leg1
      ~STIRFuture.leg2
      ~STIRFuture.legs
      ~STIRFuture.rate_scalar
      ~STIRFuture.settlement_params

   .. rubric:: Methods Summary

   .. autosummary::

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

   .. rubric:: Attributes Documentation

   .. autoattribute:: fixed_rate
   .. autoattribute:: kwargs
   .. autoattribute:: leg1
   .. autoattribute:: leg2
   .. 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