_PeriodParams

class rateslib.periods.parameters._PeriodParams(_start, _end, _frequency, _convention, _termination, _calendar, _adjuster, _stub)

Bases: object

Parameters of Period cashflows associated with some Schedule.

Parameters:

• _start (datetime) – The identified start date of the Period.

• _end (datetime) – The identified end date of the Period.

• _frequency (Frequency) – The Frequency associated with the Period.

• _convention (Convention) – The day count Convention associated with the Period.

• _termination (datetime, optional) – The termination date of an external Schedule.

• _calendar (Calendar, optional) – The calendar associated with the Period.

• _stub (bool) – Whether the Period is defined as a stub according to some external Schedule.

• _adjuster (Adjuster, optional) – The date Adjuster applied to unadjusted dates in the external Schedule to arrive at adjusted accrual dates.

Attributes Summary

adjuster	The date Adjuster applied to unadjusted dates in the external Schedule to arrive at adjusted accrual dates.
calendar	The calendar associated with the Period.
convention	The day count Convention associated with the Period.
dcf	The DCF of the Period determined under its given parameters.
end	The identified end date of the Period.
frequency	The Frequency associated with the Period.
start	The identified start date of the Period.
stub	Whether the Period is defined as a stub according to some external Schedule
termination	The termination date of an external Schedule.

Attributes Documentation

adjuster

The date Adjuster applied to unadjusted dates in the external Schedule to arrive at adjusted accrual dates.

calendar

The calendar associated with the Period.

convention

The day count Convention associated with the Period.

dcf

The DCF of the Period determined under its given parameters.

end

The identified end date of the Period.

frequency

The Frequency associated with the Period.

start

The identified start date of the Period.

stub

Whether the Period is defined as a stub according to some external Schedule

termination

The termination date of an external Schedule.