OISSwaption

class sigtech.framework.instruments.ois_swaption.OISSwaption

Baseclasses: Swaption

A class representing a swaption with OIS swap as an underlying. All the parameters and functionality are the same as in the parent Swaption class

See also

sigtech.framework.instruments.swaption.Swaption

cash_settled_with_swap_rate: Optional[bool]

validate()

Validation routine adding checks that will be run on object creation.