Utilities#
A class representing a bond group. |
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Representation of a bond trading in repo format. |
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Representation of a bond trading in swap format. |
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A class implementing an interest rate swap group. |
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A class implementing an ois swap group. |
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A class implementing a cross currency swap group. |
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Strategy assigning weight to a single bond instrument and reinvesting bond coupons if specified. |
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Deprecated class for Butterfly strategy for swaps. |
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Deprecated class for CurveSteepener strategy for swaps. |
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Strategy buying spot starting IR receiver swap with medium-term tenor ( |
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Strategy buying spot starting IR receiver swap with short tenor ( |
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Strategy buying bond with medium-term tenor ( |
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Strategy buying bond with short tenor ( |
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Generic common functionality for BRL on-shore and off-shore swaps |
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Class containing utilities and constants based on market conventions for Interest Rate Swaps. |
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Bond base class holding all relevant bond information. |
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Base class for LIBOR and OIS based swaps common functionality. |
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Class representing a Bond Zero Quote |
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A class representing bond indices. |
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A class representing bond curve indices. |