_BaseBondInstrument
===================

.. currentmodule:: rateslib.instruments

.. autoclass:: _BaseBondInstrument
   :show-inheritance:

   .. rubric:: Attributes Summary

   .. autosummary::

      ~_BaseBondInstrument.kwargs
      ~_BaseBondInstrument.leg1
      ~_BaseBondInstrument.rate_scalar
      ~_BaseBondInstrument.settlement_params

   .. rubric:: Methods Summary

   .. autosummary::

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

   .. rubric:: Attributes Documentation

   .. autoattribute:: kwargs
   .. autoattribute:: leg1
   .. 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