_NonDeliverableParams#

class rateslib.periods.parameters._NonDeliverableParams(_currency, _fx_index, _delivery, _fx_fixings=NoInput.blank)#

Bases: object

Parameters for determination of non-deliverable Period cashflows.

Parameters:

_currency (str) – The physical settlement currency of the Period.
_fx_index (FXIndex,) – The FXIndex defining conventions of the currency pair of the FX rate fixing that determines settlement, including its settlement and quotation conventions. The reference currency is implied from pair when it is not equal to currency.
_delivery (datetime) – The settlement delivery date of the FX rate fixing.
_fx_fixings (float, Dual, Dual2, Variable, Series, str, optional) – The value of the FXFixing. If a scalar is used directly. If a string identifier will link to the central fixings object and data loader.

Attributes Summary

`currency`	The physical settlement currency of the Period.
`delivery`	The settlement delivery date of the `FXFixing`.
`fx_fixing`	The `FXFixing` associated with the Period cashflow.
`fx_index`	The `FXIndex` defining conventions of the FX fixing.
`fx_reversed`	Is True if the `referency_currency` is the RHS of `pair`.
`pair`	The currency pair associated with the `FXFixing`.
`publication`	The publication date of the `FXFixing`.
`reference_currency`	The reference currency of underlying Period cashflows.

Attributes Documentation

reference_currency#: The reference currency of underlying Period cashflows.