OTCInstrumentWithPeriodicFlows#
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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.