Utilities and Instrument Combinations#
Combinations allow common interbank traded structures to be
created, and Value
is a null object typically
used to directly parametrize a Curve via a
Solver
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A null Instrument which can be used within a |
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A spread instrument defined as the difference in rate between two Instruments. |
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A butterfly instrument which is, mechanically, the spread of two spread instruments. |
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Create a collection of Instruments to group metrics |