Utilities

BondGroup	A class representing a bond group.
GovernmentBondRepo	Representation of a bond trading in repo format.
GovernmentBondSwap	Representation of a bond trading in swap format.
InterestRateSwapGroup	A class implementing an interest rate swap group.
OISSwapGroup	A class implementing an ois swap group.
CrossCurrencySwapGroup	A class implementing a cross currency swap group.
SingleBondStrategy	Strategy assigning weight to a single bond instrument and reinvesting bond coupons if specified.
Butterfly	Deprecated class for Butterfly strategy for swaps.
CurveSteepener	Deprecated class for CurveSteepener strategy for swaps.
ButterflySwaps	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.
CurveSteepenerSwaps	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.
ButterflyBonds	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.
CurveSteepenerBonds	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.
BRLSwapUtils	Generic common functionality for BRL on-shore and off-shore swaps