ZCIS#

USD#

In [1]: defaults.spec["usd_zcis"]
Out[1]: 
{'frequency': 'a',
 'stub': 'shortfront',
 'eom': False,
 'modifier': 'mf',
 'calendar': 'nyc',
 'payment_lag': 0,
 'currency': 'usd',
 'convention': '1+',
 'leg2_index_method': 'daily',
 'leg2_index_lag': 3}

In [2]: ZCIS(dt(2000, 1, 1), "10y", spec="usd_zcis").kwargs
Out[2]: <rateslib.instruments.protocols.kwargs._KWArgs at 0x16d4c1670>

EUR#

In [3]: defaults.spec["eur_zcis"]
Out[3]: 
{'frequency': 'a',
 'stub': 'shortfront',
 'eom': False,
 'modifier': 'mf',
 'calendar': 'tgt',
 'payment_lag': 0,
 'currency': 'eur',
 'convention': '1+',
 'leg2_index_method': 'monthly',
 'leg2_index_lag': 3}

In [4]: ZCIS(dt(2000, 1, 1), "10y", spec="eur_zcis").kwargs
Out[4]: <rateslib.instruments.protocols.kwargs._KWArgs at 0x16d4c3d10>

GBP#

In [5]: defaults.spec["gbp_zcis"]
Out[5]: 
{'frequency': 'a',
 'stub': 'shortfront',
 'eom': False,
 'modifier': 'mf',
 'calendar': 'ldn',
 'payment_lag': 0,
 'currency': 'gbp',
 'convention': '1+',
 'leg2_index_method': 'monthly',
 'leg2_index_lag': 2}

In [6]: ZCIS(dt(2000, 1, 1), "10y", spec="gbp_zcis").kwargs
Out[6]: <rateslib.instruments.protocols.kwargs._KWArgs at 0x16d4c2a50>