.. _api-doc: ************** API Reference ************** .. Global imports for iPython are executed in the doc string for add_tenor which is the first function indexed alphabetically by automodapi. Indices and tables =================== * :ref:`genindex` * :ref:`modindex` * :ref:`search` Defaults ========= These objects are used to set values for missing parameters globally: for a list see :ref:`Defaults `. .. automodapi:: rateslib.default :no-heading: :no-inheritance-diagram: Enums ====== Objects to define parameter settings across different objects throughout the libary. .. automodapi:: rateslib.enums :no-heading: :no-inheritance-diagram: Fixings ======== For interaction with financial fiixngs and data loading, see :ref:`Fixings `. .. automodapi:: rateslib.data.loader :no-heading: :inherited-members: :no-inheritance-diagram: .. automodapi:: rateslib.data.fixings :no-heading: :inherited-members: :no-inheritance-diagram: Scheduling =========== .. automodapi:: rateslib.scheduling :no-heading: :no-inheritance-diagram: Curves ======= .. automodapi:: rateslib.curves :no-heading: :inherited-members: :no-inheritance-diagram: Class Inheritance Diagram ^^^^^^^^^^^^^^^^^^^^^^^^^^ .. inheritance-diagram:: rateslib.curves.Curve rateslib.curves.LineCurve rateslib.curves.CompositeCurve rateslib.curves.MultiCsaCurve rateslib.curves.ProxyCurve rateslib.curves._BaseCurve rateslib.curves._WithMutability rateslib.curves.CreditImpliedCurve rateslib.curves.TranslatedCurve rateslib.curves.RolledCurve rateslib.curves.ShiftedCurve :private-bases: :parts: 1 Academic Curves ================ .. automodapi:: rateslib.curves.academic :no-heading: :inherited-members: :no-inheritance-diagram: Instruments ============ Objects ^^^^^^^^ .. automodapi:: rateslib.instruments :no-inheritance-diagram: :headings: "^-" :inherited-members: :no-heading: Protocols ^^^^^^^^^ .. automodapi:: rateslib.instruments.protocols :no-inheritance-diagram: :headings: "^-" :no-heading: :skip: _BaseInstrument FX === .. automodapi:: rateslib.fx :no-heading: :no-inheritance-diagram: FX Volatility ============== .. automodapi:: rateslib.fx_volatility :inherited-members: :no-heading: :no-inheritance-diagram: Legs ===== Link to the :ref:`Legs` section in the user guide. Objects ^^^^^^^^ .. automodapi:: rateslib.legs :no-inheritance-diagram: :headings: "^-" :inherited-members: :no-heading: Protocols ^^^^^^^^^ .. automodapi:: rateslib.legs.protocols :no-inheritance-diagram: :headings: "^-" :no-heading: :skip: _BaseLeg Periods ======== Link to the :ref:`Periods` section in the user guide. Objects ^^^^^^^^ .. automodapi:: rateslib.periods :no-inheritance-diagram: :headings: "^-" :inherited-members: :no-heading: Protocols ^^^^^^^^^ *Period* protocols establish common functionality and methods that all *Periods* share consistently. .. automodapi:: rateslib.periods.protocols :no-inheritance-diagram: :headings: "^-" :inherited-members: :no-heading: :skip: _BasePeriod :skip: _BasePeriodStatic Parameters ^^^^^^^^^^ *Period* parameters define containers for input values used in the construction of functionality. .. automodapi:: rateslib.periods.parameters :no-inheritance-diagram: :headings: "^-" :inherited-members: :no-heading: :skip: _init_or_none_IndexParams :skip: _init_or_none_NonDeliverableParams :skip: _init_SettlementParams_with_fx_pair :skip: _init_FloatRateParams :skip: _init_MtmParams Solver ======= .. automodapi:: rateslib.solver :no-heading: Piecewise Polynomial Splines ============================= .. automodapi:: rateslib.splines :no-heading: :no-inheritance-diagram: Dual (for AD) ============== .. automodapi:: rateslib.dual :no-heading: :no-inheritance-diagram: Serialization ============== .. automodapi:: rateslib.serialization :no-heading: :inherited-members: :no-inheritance-diagram: Cookbook ========= Please see :ref:`here for the cookbook index `.