Strategies#

`RollingAssetSwap`	Deprecated class for Rolling asset swap strategy.
`RollingAssetSwapStrategy`	Rolling asset swap strategy.
`RollingBondStrategy`	Rolling bond strategy that rolls bonds according to a given run type.
`RollingButterflyBonds`	Deprecated class for Rolling butterfly bonds strategy.
`RollingButterflyBondsStrategy`	Rolling strategy buying bond with medium-term tenor (`tenor_medium`) and selling same ccy bond with short-term tenor (`tenor_short`) and long-term tenor (`tenor_long`) if `direction` is long, else other way around.
`RollingButterflySwaps`	Deprecated class for Rolling butterfly Swaps strategy.
`RollingButterflySwapsStrategy`	Rolling strategy buying spot starting IR receiver swap with medium-term tenor (`tenor_medium`) and selling same ccy swaps with short-term tenor (`tenor_short`) and long-term tenor (`tenor_long`) if `direction` is long, else other way around.
`RollingCurveSteepenerBonds`	Deprecated class for Rolling curve steepner bonds strategy.
`RollingCurveSteepenerBondsStrategy`	Rolling strategy buying bond with short tenor (`tenor_short`) and selling same ccy bond with long tenor (`tenor_long`) if `direction` is long, else other way around.
`RollingCurveSteepenerSwaps`	Deprecated class for Rolling Curve Steepener Swaps strategy.
`RollingCurveSteepenerSwapsStrategy`	Rolling strategy buying spot starting IR receiver swap with short tenor (`tenor_short`) and selling same ccy swap with long tenor (`tenor_long`) if `direction` is long, else other way around.
`RollingSwapStrategy`	Strategy handling the rolling of forward starting IMM swaps.