SwapQuote#
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class sigtech.framework.instruments.quote.SwapQuote
Baseclasses:
QuoteClass representing swap quotes
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fixed_day_count: Literal['ACT/ACT', 'ACT/360', 'ACT/365F', '30/360', '30E/360', 'ACT/365_NL', 'ACT/366']
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fixed_frequency: Literal['A', 'S', 'Q']
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float_day_count: Literal['ACT/ACT', 'ACT/360', 'ACT/365F', '30/360', '30E/360', 'ACT/365_NL', 'ACT/366']
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float_frequency: Literal['3M', '6M', '12M']
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group_name: str
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interest_rate_index: str
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tenor: str