_SettlementParams#

class rateslib.periods.parameters._SettlementParams(_currency, _notional, _notional_currency, _payment, _ex_dividend=NoInput.blank)#

Bases: object

Parameters for settlement of Period cashflows.

Parameters:

_currency (str) – The physical settlement currency of the Period.
_notional (float, Dual, Dual2, Variable) – The notional amount of the Period expressed in notional currency.
_notional_currency (str) – The currency for the expresion of notional amount.
_payment (datetime) – The payment date of the Period cashflow.
_ex_dividend (datetime, optional) – The ex-dividend date of the Period. Settlements occurring after this date are assumed to be non-receivable. If not given is assumed to be equal to payment

Attributes Summary

`currency`	The local settlement currency of the Period cashflow.
`ex_dividend`	The ex-dividend date for settlement of the Period cashflow.
`notional`	The notional amount of the Period expressed in units of `notional_currency`.
`notional_currency`	The currency for the expression of `notional` amount.
`payment`	The payment date of the Period cashflow.

Attributes Documentation

notional#: The notional amount of the Period expressed in units of notional_currency.