Utilities#

`BRLSwapUtils`	Generic common functionality for BRL on-shore and off-shore swaps
`BondBase`	Bond base class holding all relevant bond information.
`BondCurveIndex`	A class representing bond curve indices.
`BondGroup`	A class representing a bond group.
`BondIndex`	A class representing bond indices.
`Butterfly`	Deprecated class for Butterfly strategy for swaps.
`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.
`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.
`CrossCurrencySwapGroup`	A class implementing a cross currency swap group.
`CurveSteepener`	Deprecated class for CurveSteepener strategy for swaps.
`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.
`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.
`GovernmentBondRepo`	Representation of a bond trading in repo format.
`GovernmentBondSwap`	Representation of a bond trading in swap format.
`IRSwapMarket`	Class containing utilities and constants based on market conventions for Interest Rate Swaps.
`InterestRateSwapBase`	Base class for LIBOR and OIS based swaps common functionality.
`InterestRateSwapGroup`	A class implementing an interest rate swap group.
`OISSwapGroup`	A class implementing an ois swap group.
`SingleBondStrategy`	Strategy assigning weight to a single bond instrument and reinvesting bond coupons if specified.
`ZeroCouponGovernmentBondQuote`	Class representing a Bond Zero Quote