CreditProtectionLeg =================== .. currentmodule:: rateslib.legs .. autoclass:: CreditProtectionLeg :show-inheritance: .. rubric:: Attributes Summary .. autosummary:: ~CreditProtectionLeg.amortization ~CreditProtectionLeg.periods ~CreditProtectionLeg.schedule ~CreditProtectionLeg.settlement_params .. rubric:: Methods Summary .. autosummary:: ~CreditProtectionLeg.analytic_delta ~CreditProtectionLeg.analytic_rec_risk ~CreditProtectionLeg.cashflows ~CreditProtectionLeg.local_analytic_delta ~CreditProtectionLeg.local_analytic_rate_fixings ~CreditProtectionLeg.local_fixings ~CreditProtectionLeg.local_npv ~CreditProtectionLeg.npv ~CreditProtectionLeg.reset_fixings ~CreditProtectionLeg.spread .. rubric:: Attributes Documentation .. autoattribute:: amortization .. autoattribute:: periods .. autoattribute:: schedule .. autoattribute:: settlement_params .. rubric:: Methods Documentation .. automethod:: analytic_delta .. automethod:: analytic_rec_risk .. automethod:: cashflows .. automethod:: local_analytic_delta .. automethod:: local_analytic_rate_fixings .. automethod:: local_fixings .. automethod:: local_npv .. automethod:: npv .. automethod:: reset_fixings .. automethod:: spread