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>