Multi-Currency Derivatives

Multi-currency derivatives are generally more complicated two-leg structures. Note the IRS listed here allows ND-IRS directly.

rateslib.instruments.XCS([effective, ...])	A cross-currency swap (XCS) composing either FixedLeg and/or FloatLeg in different currencies.
rateslib.instruments.FXSwap(effective, ...)	An FX swap composing two CustomLeg of individual Cashflow of different currencies.
rateslib.instruments.FXForward(settlement, pair)	A dated FX exchange composing two CustomLeg of individual Cashflow of different currencies.
rateslib.instruments.NDF(settlement, pair, *)	A non-deliverable FX forward (NDF), composing two CustomLeg of individual Cashflow.
rateslib.instruments.NDXCS([effective, ...])	A non-deliverable cross-currency swap (XCS) composing either FixedLeg and/or FloatLeg in different currencies.
rateslib.instruments.IRS([effective, ...])	An interest rate swap (IRS) composing a FixedLeg and a FloatLeg.
rateslib.instruments._BaseInstrument(*args, ...)	Abstract base class used in the construction of Instruments.