OTCInstrumentWithPeriodicFlows

OTCInstrumentWithPeriodicFlows#

class sigtech.framework.instruments.otc_instrument.OTCInstrumentWithPeriodicFlows

Baseclasses: OTCInstrument

Subclasses: InterestRateSwapBase, CreditIndex, CrossCurrencySwap

An extension of OTCInstrument with periodic coupon payments - adding the generic cashflow logic to be used in strategies.