Instruments

GovernmentBond	Government Bond - represents GOVT bond instrument.
InflationGovernmentBond	Inflation Government Bond.
InterestRateSwap	Implements a receiver (receives fixed, pays floating) interest rate swap where its P&L excluding cashflows is calculated from a given time series.
OISSwap	OIS swap receiving fixed rate and paying OIS rate.
CrossCurrencySwap	Vanilla cross currency swap 'FloatFloat' receiving main currency currency and paying pay_currency with zero spread on receiving leg.
AssetSwap	Strategy buying a fixed-coupon bond and selling a matching receiver swap with the same maturity, coupon (as fixed rate) and currency.
BrazilOffshoreSwap	Class for Brazil off shore swaps (DI futures).
BondTotalReturnSwapInstrument	A class implementing a TRS for bonds.