Single Currency Derivatives

Single currency derivatives are examples of the simplest two-leg structures.

rateslib.instruments.IRS([effective, ...])	An interest rate swap (IRS) composing a FixedLeg and a FloatLeg.
rateslib.instruments.SBS([effective, ...])	A single currency basis swap (SBS) composing a FloatLeg and a FloatLeg.
rateslib.instruments.FRA([effective, ...])	A forward rate agreement (FRA) compositing a FixedLeg and FloatLeg.
rateslib.instruments.ZCS([effective, ...])	A zero coupon swap (ZCS) composing a ZeroFixedLeg and a ZeroFloatLeg.
rateslib.instruments.ZCIS([effective, ...])	An indexed zero coupon swap (ZCIS) composing a ZeroFixedLeg and a ZeroIndexLeg.
rateslib.instruments.IIRS([effective, ...])	An indexed interest rate swap (IIRS) composing a FixedLeg and a FloatLeg.
rateslib.instruments.STIRFuture([effective, ...])	A short term interest rate (STIR) future compositing a FixedLeg and FloatLeg.
rateslib.instruments.CDS([effective, ...])	A credit default swap (CDS) composing a CreditPremiumLeg and a CreditProtectionLeg.
rateslib.instruments._BaseInstrument(*args, ...)	Abstract base class used in the construction of Instruments.