InterestRateFixGroup

class sigtech.framework.instruments.fixes.InterestRateFixGroup

Baseclasses: ContractGroup

A class representing an interest rate fixing group.

day_count: str

due_time: time

fixing_delay: str

history_fields: Optional[list[str]]

holidays: str

isda_rate_definition: str

item_product_type: Optional[str]

timezone: str

value_adjust_holidays: str

classmethod from_contract(isda_rate_def: str, env: Optional[ConfiguredEnvironment] = None) → Self

Create a InterestRateFixGroup from fixing source.

Parameters:

• isda_rate_def – ISDA rate definition.

• env – Configured environment (optional).

Returns:

Instance of InterestRateFixGroup.