FloatLegMixin

class rateslib.legs.FloatLegMixin

Bases: object

Add the functionality to add and retrieve float_spread on FloatPeriod s and a fixings_table().

Attributes Summary

float_spread

If set will also set the float_spread of contained FloatPeriod s.

Attributes Documentation

float_spread

If set will also set the float_spread of contained FloatPeriod s.

Type:

float or NoInput