.. _periods-doc:

.. ipython:: python
   :suppress:

   from rateslib.periods import *
   from rateslib.curves import *
   from datetime import datetime as dt

***********
Periods
***********

The ``rateslib.periods`` module creates objects designed to generate single cashflows.
Typically these are the constituent part of :ref:`Legs<legs-doc>`.

Conventional Periods
*********************

The typical periods used in fixed income are as follows. Each of these natively allows
non-deliverability and indexation, if the relevant parameters are supplied.

.. autosummary::
   rateslib.periods.FixedPeriod
   rateslib.periods.FloatPeriod
   rateslib.periods.Cashflow

Additional Periods
*******************

The following periods add additional features suitable for certain *Leg* types.

.. autosummary::
   rateslib.periods.ZeroFixedPeriod
   rateslib.periods.ZeroFloatPeriod
   rateslib.periods.MtmCashflow

Credit Periods
****************

*Credit* periods provide the calculations for default protection and premium calculations
using *recovery rates* and *survivial probabilities* defined by a *Curve* of hazard rates.

.. autosummary::
   rateslib.periods.CreditPremiumPeriod
   rateslib.periods.CreditProtectionPeriod

FX Option Periods
*******************

Volatility periods provide the basic calculations for european options priced with Black-76
pricing formula.

.. autosummary::
   rateslib.periods.FXCallPeriod
   rateslib.periods.FXPutPeriod

Custom Periods and Objects
*****************************************

.. autosummary::
   rateslib.periods._BasePeriod
   rateslib.periods._BasePeriodStatic
   rateslib.periods._BaseFXOptionPeriod

Protocols
***************

Protocols define the functionality implemented into the objects.

.. autosummary::
   rateslib.periods.protocols._WithNPV
   rateslib.periods.protocols._WithCashflows
   rateslib.periods.protocols._WithFixings
   rateslib.periods.protocols._WithAnalyticDelta
   rateslib.periods.protocols._WithAnalyticRateFixings
   rateslib.periods.protocols._WithAnalyticFXOptionGreeks
   rateslib.periods.protocols._WithNPVStatic
   rateslib.periods.protocols._WithCashflowsStatic
   rateslib.periods.protocols._WithAnalyticDeltaStatic
   rateslib.periods.protocols._WithAnalyticRateFixingsStatic
   rateslib.periods.protocols._WithIndexingStatic
   rateslib.periods.protocols._WithNonDeliverableStatic

Parameters
************

.. autosummary::
   rateslib.periods.parameters._IndexParams
   rateslib.periods.parameters._SettlementParams
   rateslib.periods.parameters._PeriodParams
   rateslib.periods.parameters._FixedRateParams
   rateslib.periods.parameters._FloatRateParams
   rateslib.periods.parameters._NonDeliverableParams
   rateslib.periods.parameters._CreditParams
   rateslib.periods.parameters._MtmParams
   rateslib.periods.parameters._FXOptionParams