Index _ | A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z _ _check_regular_swap() (in module rateslib.scheduling) _infer_stub_date() (in module rateslib.scheduling) A accrued() (rateslib.instruments.Bill method) (rateslib.instruments.FixedRateBond method) (rateslib.instruments.FloatRateNote method) (rateslib.instruments.IndexFixedRateBond method) add_tenor() (in module rateslib.calendars) algorithm (rateslib.default.Defaults attribute) (rateslib.solver.Solver attribute) amortization (rateslib.instruments.BaseDerivative attribute) (rateslib.legs.BaseLeg attribute) analytic_delta() (rateslib.instruments.BaseDerivative method) (rateslib.instruments.BaseMixin method) (rateslib.instruments.Bill method) (rateslib.instruments.BondMixin method) (rateslib.instruments.FixedRateBond method) (rateslib.instruments.FloatRateNote method) (rateslib.instruments.FRA method) (rateslib.instruments.FXExchange method) (rateslib.instruments.FXSwap method) (rateslib.instruments.IIRS method) (rateslib.instruments.IndexFixedRateBond method) (rateslib.instruments.IRS method) (rateslib.instruments.SBS method) (rateslib.instruments.STIRFuture method) (rateslib.instruments.Value method) (rateslib.instruments.VolValue method) (rateslib.instruments.XCS method) (rateslib.instruments.ZCIS method) (rateslib.instruments.ZCS method) (rateslib.legs.BaseLeg method) (rateslib.legs.BaseLegMtm method) (rateslib.legs.CustomLeg method) (rateslib.legs.FixedLeg method) (rateslib.legs.FloatLeg method) (rateslib.legs.IndexFixedLeg method) (rateslib.legs.ZeroFixedLeg method) (rateslib.legs.ZeroFloatLeg method) (rateslib.legs.ZeroIndexLeg method) (rateslib.periods.BasePeriod method) (rateslib.periods.Cashflow method) (rateslib.periods.FixedPeriod method) (rateslib.periods.FloatPeriod method) (rateslib.periods.IndexCashflow method) (rateslib.periods.IndexFixedPeriod method) analytic_greeks() (rateslib.instruments.FXCall method) (rateslib.instruments.FXOption method) (rateslib.instruments.FXPut method) (rateslib.instruments.FXRiskReversal method) (rateslib.instruments.FXStraddle method) (rateslib.instruments.FXStrangle method) (rateslib.periods.FXOptionPeriod method) aschedule (rateslib.scheduling.Schedule attribute) average_rate() (in module rateslib.curves) B back_stub (rateslib.instruments.BaseDerivative attribute) (rateslib.scheduling.Schedule attribute) base (rateslib.fx.FXForwards attribute) base_currency (rateslib.default.Defaults attribute) BaseDerivative (class in rateslib.instruments) BaseLeg (class in rateslib.legs) BaseLegMtm (class in rateslib.legs) BaseMixin (class in rateslib.instruments) BasePeriod (class in rateslib.periods) Bill (class in rateslib.instruments) blank (rateslib.default.NoInput attribute) BondFuture (class in rateslib.instruments) BondMixin (class in rateslib.instruments) bspldnev() (PPSplineF64 method) (rateslib.splines.PPSplineF64 method) bspldnev_single() (in module rateslib.splines) bsplev() (PPSplineF64 method) (rateslib.splines.PPSplineF64 method) bsplev_single() (in module rateslib.splines) bsplmatrix() (PPSplineF64 method) (rateslib.splines.PPSplineF64 method) C calc_mode (rateslib.default.Defaults attribute) calc_mode_futures (rateslib.default.Defaults attribute) calendar (rateslib.instruments.BaseDerivative attribute) (rateslib.scheduling.Schedule attribute) Cashflow (class in rateslib.periods) cashflow (rateslib.periods.Cashflow attribute) (rateslib.periods.FixedPeriod attribute) cashflow() (rateslib.instruments.FRA method) (rateslib.legs.ZeroIndexLeg method) (rateslib.periods.FloatPeriod method) (rateslib.periods.IndexMixin method) cashflows() (rateslib.instruments.BaseDerivative method) (rateslib.instruments.BaseMixin method) (rateslib.instruments.Bill method) (rateslib.instruments.BondMixin method) (rateslib.instruments.FixedRateBond method) (rateslib.instruments.FloatRateNote method) (rateslib.instruments.Fly method) (rateslib.instruments.FRA method) (rateslib.instruments.FXExchange method) (rateslib.instruments.FXSwap method) (rateslib.instruments.IIRS method) (rateslib.instruments.IndexFixedRateBond method) (rateslib.instruments.IRS method) (rateslib.instruments.Portfolio method) (rateslib.instruments.SBS method) (rateslib.instruments.Spread method) (rateslib.instruments.STIRFuture method) (rateslib.instruments.Value method) (rateslib.instruments.VolValue method) (rateslib.instruments.XCS method) (rateslib.instruments.ZCIS method) (rateslib.instruments.ZCS method) (rateslib.legs.BaseLeg method) (rateslib.legs.BaseLegMtm method) (rateslib.legs.CustomLeg method) (rateslib.legs.FixedLeg method) (rateslib.legs.FloatLeg method) (rateslib.legs.IndexFixedLeg method) (rateslib.legs.ZeroFixedLeg method) (rateslib.legs.ZeroFloatLeg method) (rateslib.legs.ZeroIndexLeg method) (rateslib.periods.BasePeriod method) (rateslib.periods.Cashflow method) (rateslib.periods.FixedPeriod method) (rateslib.periods.FloatPeriod method) (rateslib.periods.IndexCashflow method) (rateslib.periods.IndexFixedPeriod method) cashflows_table() (rateslib.instruments.BaseDerivative method) (rateslib.instruments.Bill method) (rateslib.instruments.BondFuture method) (rateslib.instruments.FixedRateBond method) (rateslib.instruments.FloatRateNote method) (rateslib.instruments.Fly method) (rateslib.instruments.FRA method) (rateslib.instruments.FXCall method) (rateslib.instruments.FXExchange method) (rateslib.instruments.FXOption method) (rateslib.instruments.FXPut method) (rateslib.instruments.FXRiskReversal method) (rateslib.instruments.FXStraddle method) (rateslib.instruments.FXStrangle method) (rateslib.instruments.FXSwap method) (rateslib.instruments.IIRS method) (rateslib.instruments.IndexFixedRateBond method) (rateslib.instruments.IRS method) (rateslib.instruments.Portfolio method) (rateslib.instruments.SBS method) (rateslib.instruments.Sensitivities method) (rateslib.instruments.Spread method) (rateslib.instruments.STIRFuture method) (rateslib.instruments.XCS method) (rateslib.instruments.ZCIS method) (rateslib.instruments.ZCS method) cfs (rateslib.instruments.BondFuture attribute) cms() (rateslib.instruments.BondFuture method) collateral (rateslib.curves.CompositeCurve attribute) (rateslib.curves.Curve attribute) (rateslib.curves.IndexCurve attribute) (rateslib.curves.LineCurve attribute) (rateslib.curves.MultiCsaCurve attribute) (rateslib.curves.ProxyCurve attribute) CompositeCurve (class in rateslib.curves) convention (rateslib.default.Defaults attribute) (rateslib.instruments.BaseDerivative attribute) (rateslib.legs.BaseLeg attribute) convert() (rateslib.fx.FXForwards method) (rateslib.fx.FXRates method) convert_positions() (rateslib.fx.FXForwards method) (rateslib.fx.FXRates method) convexity() (rateslib.instruments.Bill method) (rateslib.instruments.BondFuture method) (rateslib.instruments.FixedRateBond method) (rateslib.instruments.IndexFixedRateBond method) copy() (rateslib.curves.CompositeCurve method) (rateslib.curves.Curve method) (rateslib.curves.IndexCurve method) (rateslib.curves.LineCurve method) (rateslib.curves.MultiCsaCurve method) (rateslib.curves.ProxyCurve method) (rateslib.fx.FXForwards method) (rateslib.fx.FXRates method) create_calendar() (in module rateslib.calendars) csolve() (PPSplineF64 method) (rateslib.curves.CompositeCurve method) (rateslib.curves.Curve method) (rateslib.curves.IndexCurve method) (rateslib.curves.LineCurve method) (rateslib.curves.MultiCsaCurve method) (rateslib.curves.ProxyCurve method) (rateslib.splines.PPSplineF64 method) ctd_index() (rateslib.instruments.BondFuture method) currencies (rateslib.fx.FXForwards attribute) (rateslib.fx.FXRates attribute) currencies_list (rateslib.fx.FXForwards attribute) (rateslib.fx.FXRates attribute) currency (rateslib.legs.BaseLeg attribute) (rateslib.periods.IndexMixin attribute) Curve (class in rateslib.curves) curve() (rateslib.fx.FXForwards method) curve_not_in_solver (rateslib.default.Defaults attribute) curves (rateslib.instruments.FixedRateBond attribute) (rateslib.solver.Solver attribute) CustomLeg (class in rateslib.legs) D dcf (rateslib.instruments.Bill attribute) (rateslib.legs.ZeroFixedLeg attribute) (rateslib.legs.ZeroFloatLeg attribute) (rateslib.periods.BasePeriod attribute) dcf() (in module rateslib.calendars) Defaults (class in rateslib.default) delta() (rateslib.instruments.BaseDerivative method) (rateslib.instruments.Bill method) (rateslib.instruments.BondFuture method) (rateslib.instruments.FixedRateBond method) (rateslib.instruments.FloatRateNote method) (rateslib.instruments.Fly method) (rateslib.instruments.FRA method) (rateslib.instruments.FXCall method) (rateslib.instruments.FXExchange method) (rateslib.instruments.FXOption method) (rateslib.instruments.FXPut method) (rateslib.instruments.FXRiskReversal method) (rateslib.instruments.FXStraddle method) (rateslib.instruments.FXStrangle method) (rateslib.instruments.FXSwap method) (rateslib.instruments.IIRS method) (rateslib.instruments.IndexFixedRateBond method) (rateslib.instruments.IRS method) (rateslib.instruments.Portfolio method) (rateslib.instruments.SBS method) (rateslib.instruments.Sensitivities method) (rateslib.instruments.Spread method) (rateslib.instruments.STIRFuture method) (rateslib.instruments.XCS method) (rateslib.instruments.ZCIS method) (rateslib.instruments.ZCS method) (rateslib.solver.Solver method) discount_rate() (rateslib.instruments.Bill method) dlv() (rateslib.instruments.BondFuture method) Dual (class in rateslib.dual) Dual2 (class in rateslib.dual) dual_exp() (in module rateslib.dual) dual_inv_norm_cdf() (in module rateslib.dual) dual_log() (in module rateslib.dual) dual_norm_cdf() (in module rateslib.dual) dual_norm_pdf() (in module rateslib.dual) dual_solve() (in module rateslib.dual) duration() (rateslib.instruments.Bill method) (rateslib.instruments.BondFuture method) (rateslib.instruments.FixedRateBond method) (rateslib.instruments.IndexFixedRateBond method) E effective (rateslib.instruments.BaseDerivative attribute) (rateslib.scheduling.Schedule attribute) endpoints (rateslib.default.Defaults attribute) eom (rateslib.default.Defaults attribute) (rateslib.instruments.BaseDerivative attribute) (rateslib.scheduling.Schedule attribute) error (rateslib.solver.Solver attribute) eval_date (rateslib.scheduling.Schedule attribute) eval_mode (rateslib.default.Defaults attribute) (rateslib.scheduling.Schedule attribute) evaluate() (in module rateslib.splines) ex_div (rateslib.default.Defaults attribute) ex_div() (rateslib.instruments.Bill method) (rateslib.instruments.BondMixin method) (rateslib.instruments.FixedRateBond method) (rateslib.instruments.FloatRateNote method) (rateslib.instruments.IndexFixedRateBond method) ex_div_days (rateslib.instruments.FixedRateBond attribute) (rateslib.instruments.FloatRateNote attribute) F final_exchange (rateslib.legs.BaseLeg attribute) fixed_rate (rateslib.instruments.BaseDerivative attribute) (rateslib.instruments.BaseMixin attribute) (rateslib.instruments.Bill attribute) (rateslib.instruments.FixedRateBond attribute) (rateslib.instruments.FloatRateNote attribute) (rateslib.instruments.FRA attribute) (rateslib.instruments.FXExchange attribute) (rateslib.instruments.FXSwap attribute) (rateslib.instruments.IIRS attribute) (rateslib.instruments.IndexFixedRateBond attribute) (rateslib.instruments.IRS attribute) (rateslib.instruments.SBS attribute) (rateslib.instruments.STIRFuture attribute) (rateslib.instruments.Value attribute) (rateslib.instruments.VolValue attribute) (rateslib.instruments.XCS attribute) (rateslib.instruments.ZCIS attribute) (rateslib.instruments.ZCS attribute) (rateslib.legs.FixedLegMixin attribute) (rateslib.legs.ZeroFixedLeg attribute) FixedLeg (class in rateslib.legs) FixedLegMixin (class in rateslib.legs) FixedLegMtm (class in rateslib.legs) FixedPeriod (class in rateslib.periods) FixedRateBond (class in rateslib.instruments) fixing_method (rateslib.default.Defaults attribute) fixing_method_param (rateslib.default.Defaults attribute) Fixings (class in rateslib.default) fixings (rateslib.default.Defaults attribute) fixings_table() (rateslib.legs.FloatLeg method) (rateslib.legs.ZeroFloatLeg method) (rateslib.periods.FloatPeriod method) float_spread (rateslib.instruments.BaseDerivative attribute) (rateslib.instruments.BaseMixin attribute) (rateslib.instruments.Bill attribute) (rateslib.instruments.FixedRateBond attribute) (rateslib.instruments.FloatRateNote attribute) (rateslib.instruments.FRA attribute) (rateslib.instruments.FXExchange attribute) (rateslib.instruments.FXSwap attribute) (rateslib.instruments.IIRS attribute) (rateslib.instruments.IndexFixedRateBond attribute) (rateslib.instruments.IRS attribute) (rateslib.instruments.SBS attribute) (rateslib.instruments.STIRFuture attribute) (rateslib.instruments.Value attribute) (rateslib.instruments.VolValue attribute) (rateslib.instruments.XCS attribute) (rateslib.instruments.ZCIS attribute) (rateslib.instruments.ZCS attribute) (rateslib.legs.FloatLegMixin attribute) FloatLeg (class in rateslib.legs) FloatLegMixin (class in rateslib.legs) FloatLegMtm (class in rateslib.legs) FloatPeriod (class in rateslib.periods) FloatRateNote (class in rateslib.instruments) Fly (class in rateslib.instruments) forward_fx() (in module rateslib.fx) FRA (class in rateslib.instruments) frequency (rateslib.instruments.BaseDerivative attribute) (rateslib.scheduling.Schedule attribute) frequency_months (rateslib.default.Defaults attribute) from_json() (rateslib.curves.CompositeCurve class method) (rateslib.curves.Curve class method) (rateslib.curves.IndexCurve class method) (rateslib.curves.LineCurve class method) (rateslib.curves.MultiCsaCurve class method) (rateslib.curves.ProxyCurve method) (rateslib.fx.FXForwards class method) (rateslib.fx.FXRates class method) front_stub (rateslib.instruments.BaseDerivative attribute) (rateslib.scheduling.Schedule attribute) fwd_from_repo() (rateslib.instruments.Bill method) (rateslib.instruments.BondMixin method) (rateslib.instruments.FixedRateBond method) (rateslib.instruments.FloatRateNote method) (rateslib.instruments.IndexFixedRateBond method) fx (rateslib.solver.Solver attribute) fx_array (rateslib.fx.FXRates attribute) fx_curves (rateslib.fx.FXForwards attribute) fx_delivery_lag (rateslib.default.Defaults attribute) fx_delta_type (rateslib.default.Defaults attribute) fx_fixings (rateslib.instruments.FXSwap attribute) (rateslib.instruments.XCS attribute) (rateslib.legs.BaseLegMtm attribute) fx_option_metric (rateslib.default.Defaults attribute) fx_rate (rateslib.instruments.FXExchange attribute) fx_rates (rateslib.fx.FXForwards attribute) (rateslib.fx.FXRates attribute) fx_rates_immediate (rateslib.fx.FXForwards attribute) fx_vector (rateslib.fx.FXRates attribute) FXCall (class in rateslib.instruments) FXCallPeriod (class in rateslib.periods) FXExchange (class in rateslib.instruments) FXForwards (class in rateslib.fx) FXOption (class in rateslib.instruments) FXOptionPeriod (class in rateslib.periods) FXOptionStrat (class in rateslib.instruments) FXPut (class in rateslib.instruments) FXPutPeriod (class in rateslib.periods) FXRates (class in rateslib.fx) FXRiskReversal (class in rateslib.instruments) FXStraddle (class in rateslib.instruments) FXStrangle (class in rateslib.instruments) FXSwap (class in rateslib.instruments) G g (rateslib.solver.Solver attribute) gamma() (rateslib.instruments.BaseDerivative method) (rateslib.instruments.Bill method) (rateslib.instruments.BondFuture method) (rateslib.instruments.FixedRateBond method) (rateslib.instruments.FloatRateNote method) (rateslib.instruments.Fly method) (rateslib.instruments.FRA method) (rateslib.instruments.FXCall method) (rateslib.instruments.FXExchange method) (rateslib.instruments.FXOption method) (rateslib.instruments.FXPut method) (rateslib.instruments.FXRiskReversal method) (rateslib.instruments.FXStraddle method) (rateslib.instruments.FXStrangle method) (rateslib.instruments.FXSwap method) (rateslib.instruments.IIRS method) (rateslib.instruments.IndexFixedRateBond method) (rateslib.instruments.IRS method) (rateslib.instruments.Portfolio method) (rateslib.instruments.SBS method) (rateslib.instruments.Sensitivities method) (rateslib.instruments.Spread method) (rateslib.instruments.STIRFuture method) (rateslib.instruments.XCS method) (rateslib.instruments.ZCIS method) (rateslib.instruments.ZCS method) (rateslib.solver.Solver method) get_calendar() (in module rateslib.calendars) grad_f_f() (rateslib.solver.Gradients method) grad_f_f_rT_pre() (rateslib.solver.Gradients method) grad_f_f_vT_pre() (rateslib.solver.Gradients method) grad_f_fT_f_pre() (rateslib.solver.Gradients method) grad_f_fT_Pbase() (rateslib.solver.Gradients method) grad_f_fT_Ploc() (rateslib.solver.Gradients method) grad_f_Pbase() (rateslib.solver.Gradients method) grad_f_Ploc() (rateslib.solver.Gradients method) grad_f_rT_pre() (rateslib.solver.Gradients method) grad_f_s_vT_pre() (rateslib.solver.Gradients method) grad_f_sT_f_pre() (rateslib.solver.Gradients method) grad_f_sT_Pbase() (rateslib.solver.Gradients method) grad_f_sT_Ploc() (rateslib.solver.Gradients method) grad_f_v_rT_pre() (rateslib.solver.Gradients method) grad_f_vT_pre() (rateslib.solver.Gradients method) grad_s_f_pre() (rateslib.solver.Gradients method) grad_s_Pbase() (rateslib.solver.Gradients method) grad_s_Ploc() (rateslib.solver.Gradients method) grad_s_s_vT (rateslib.solver.Gradients attribute) grad_s_s_vT_pre (rateslib.solver.Gradients attribute) grad_s_sT_f_pre() (rateslib.solver.Gradients method) grad_s_sT_Pbase() (rateslib.solver.Gradients method) grad_s_sT_Ploc() (rateslib.solver.Gradients method) grad_s_vT (rateslib.solver.Gradients attribute) grad_s_vT_pre (rateslib.solver.Gradients attribute) grad_v_rT (rateslib.solver.Gradients attribute) grad_v_v_rT (rateslib.solver.Gradients attribute) grad_v_v_rT_pre (rateslib.solver.Gradients attribute) gradient() (in module rateslib.dual) Gradients (class in rateslib.solver) gradp_f_vT_Ploc() (rateslib.solver.Gradients method) gross_basis() (rateslib.instruments.BondFuture method) H headers (rateslib.default.Defaults attribute) I id (rateslib.solver.Solver attribute) IIRS (class in rateslib.instruments) immediate (rateslib.fx.FXForwards attribute) implied_repo() (rateslib.instruments.BondFuture method) implied_vol() (rateslib.periods.FXOptionPeriod method) index_base (rateslib.instruments.BaseDerivative attribute) (rateslib.instruments.BaseMixin attribute) (rateslib.instruments.Bill attribute) (rateslib.instruments.FixedRateBond attribute) (rateslib.instruments.FloatRateNote attribute) (rateslib.instruments.FRA attribute) (rateslib.instruments.FXExchange attribute) (rateslib.instruments.FXSwap attribute) (rateslib.instruments.IIRS attribute) (rateslib.instruments.IndexFixedRateBond attribute) (rateslib.instruments.IRS attribute) (rateslib.instruments.SBS attribute) (rateslib.instruments.STIRFuture attribute) (rateslib.instruments.Value attribute) (rateslib.instruments.VolValue attribute) (rateslib.instruments.XCS attribute) (rateslib.instruments.ZCIS attribute) (rateslib.instruments.ZCS attribute) (rateslib.legs.IndexLegMixin attribute) (rateslib.periods.IndexMixin attribute) index_fixings (rateslib.legs.IndexLegMixin attribute) (rateslib.periods.IndexMixin attribute) index_lag (rateslib.default.Defaults attribute) (rateslib.periods.IndexMixin attribute) index_left() (in module rateslib.curves) index_method (rateslib.default.Defaults attribute) (rateslib.legs.IndexLegMixin attribute) (rateslib.periods.IndexMixin attribute) index_ratio() (rateslib.instruments.IndexFixedRateBond method) (rateslib.periods.IndexMixin method) index_value() (rateslib.curves.CompositeCurve method) (rateslib.curves.IndexCurve method) (rateslib.curves.MultiCsaCurve method) IndexCashflow (class in rateslib.periods) IndexCurve (class in rateslib.curves) IndexFixedLeg (class in rateslib.legs) IndexFixedPeriod (class in rateslib.periods) IndexFixedRateBond (class in rateslib.instruments) IndexLegMixin (class in rateslib.legs) IndexMixin (class in rateslib.periods) inherit (rateslib.default.NoInput attribute) ini_lambda (rateslib.default.Defaults attribute) initial_exchange (rateslib.legs.BaseLeg attribute) instrument_labels (rateslib.solver.Solver attribute) instruments (rateslib.solver.Solver attribute) interpolate() (in module rateslib.curves) interpolation (rateslib.default.Defaults attribute) IRS (class in rateslib.instruments) iterate() (rateslib.solver.Solver method) J J (rateslib.solver.Gradients attribute) J2 (rateslib.solver.Gradients attribute) J2_pre (rateslib.solver.Gradients attribute) jacobian() (rateslib.solver.Solver method) K kind (rateslib.periods.FXCallPeriod attribute) (rateslib.periods.FXOptionPeriod attribute) (rateslib.periods.FXPutPeriod attribute) L leg1 (rateslib.instruments.FixedRateBond attribute) (rateslib.instruments.FloatRateNote attribute) leg2_amortization (rateslib.instruments.BaseDerivative attribute) leg2_back_stub (rateslib.instruments.BaseDerivative attribute) leg2_calendar (rateslib.instruments.BaseDerivative attribute) leg2_convention (rateslib.instruments.BaseDerivative attribute) leg2_effective (rateslib.instruments.BaseDerivative attribute) leg2_eom (rateslib.instruments.BaseDerivative attribute) leg2_fixed_rate (rateslib.instruments.BaseDerivative attribute) (rateslib.instruments.BaseMixin attribute) (rateslib.instruments.Bill attribute) (rateslib.instruments.FixedRateBond attribute) (rateslib.instruments.FloatRateNote attribute) (rateslib.instruments.FRA attribute) (rateslib.instruments.FXExchange attribute) (rateslib.instruments.FXSwap attribute) (rateslib.instruments.IIRS attribute) (rateslib.instruments.IndexFixedRateBond attribute) (rateslib.instruments.IRS attribute) (rateslib.instruments.SBS attribute) (rateslib.instruments.STIRFuture attribute) (rateslib.instruments.Value attribute) (rateslib.instruments.VolValue attribute) (rateslib.instruments.XCS attribute) (rateslib.instruments.ZCIS attribute) (rateslib.instruments.ZCS attribute) leg2_float_spread (rateslib.instruments.BaseDerivative attribute) (rateslib.instruments.BaseMixin attribute) (rateslib.instruments.Bill attribute) (rateslib.instruments.FixedRateBond attribute) (rateslib.instruments.FloatRateNote attribute) (rateslib.instruments.FRA attribute) (rateslib.instruments.FXExchange attribute) (rateslib.instruments.FXSwap attribute) (rateslib.instruments.IIRS attribute) (rateslib.instruments.IndexFixedRateBond attribute) (rateslib.instruments.IRS attribute) (rateslib.instruments.SBS attribute) (rateslib.instruments.STIRFuture attribute) (rateslib.instruments.Value attribute) (rateslib.instruments.VolValue attribute) (rateslib.instruments.XCS attribute) (rateslib.instruments.ZCIS attribute) (rateslib.instruments.ZCS attribute) leg2_frequency (rateslib.instruments.BaseDerivative attribute) leg2_front_stub (rateslib.instruments.BaseDerivative attribute) leg2_index_base (rateslib.instruments.BaseDerivative attribute) (rateslib.instruments.BaseMixin attribute) (rateslib.instruments.Bill attribute) (rateslib.instruments.FixedRateBond attribute) (rateslib.instruments.FloatRateNote attribute) (rateslib.instruments.FRA attribute) (rateslib.instruments.FXExchange attribute) (rateslib.instruments.FXSwap attribute) (rateslib.instruments.IIRS attribute) (rateslib.instruments.IndexFixedRateBond attribute) (rateslib.instruments.IRS attribute) (rateslib.instruments.SBS attribute) (rateslib.instruments.STIRFuture attribute) (rateslib.instruments.Value attribute) (rateslib.instruments.VolValue attribute) (rateslib.instruments.XCS attribute) (rateslib.instruments.ZCIS attribute) (rateslib.instruments.ZCS attribute) leg2_modifier (rateslib.instruments.BaseDerivative attribute) leg2_notional (rateslib.instruments.BaseDerivative attribute) leg2_payment_lag (rateslib.instruments.BaseDerivative attribute) leg2_roll (rateslib.instruments.BaseDerivative attribute) leg2_stub (rateslib.instruments.BaseDerivative attribute) leg2_termination (rateslib.instruments.BaseDerivative attribute) LineCurve (class in rateslib.curves) M m (rateslib.solver.Solver attribute) market_movements() (rateslib.solver.Solver method) max_iter (rateslib.solver.Solver attribute) modifier (rateslib.default.Defaults attribute) (rateslib.instruments.BaseDerivative attribute) (rateslib.scheduling.Schedule attribute) module rateslib.calendars rateslib.curves rateslib.default rateslib.dual rateslib.fx rateslib.instruments rateslib.legs rateslib.periods rateslib.scheduling rateslib.solver rateslib.splines multi_csa_steps (rateslib.default.Defaults attribute) MultiCsaCurve (class in rateslib.curves) N n (rateslib.solver.Solver attribute) n_periods (rateslib.scheduling.Schedule attribute) negate (rateslib.default.NoInput attribute) net_basis() (rateslib.instruments.BondFuture method) newton_multi_root() (in module rateslib.solver) newton_root() (in module rateslib.solver) no_fx_fixings_for_xcs (rateslib.default.Defaults attribute) NoInput (class in rateslib.default) notional (rateslib.default.Defaults attribute) (rateslib.instruments.BaseDerivative attribute) (rateslib.instruments.BondFuture attribute) (rateslib.legs.BaseLeg attribute) (rateslib.legs.BaseLegMtm attribute) (rateslib.periods.Cashflow attribute) npv() (rateslib.instruments.BaseDerivative method) (rateslib.instruments.BaseMixin method) (rateslib.instruments.Bill method) (rateslib.instruments.BondFuture method) (rateslib.instruments.BondMixin method) (rateslib.instruments.FixedRateBond method) (rateslib.instruments.FloatRateNote method) (rateslib.instruments.Fly method) (rateslib.instruments.FRA method) (rateslib.instruments.FXCall method) (rateslib.instruments.FXExchange method) (rateslib.instruments.FXOption method) (rateslib.instruments.FXOptionStrat method) (rateslib.instruments.FXPut method) (rateslib.instruments.FXRiskReversal method) (rateslib.instruments.FXStraddle method) (rateslib.instruments.FXStrangle method) (rateslib.instruments.FXSwap method) (rateslib.instruments.IIRS method) (rateslib.instruments.IndexFixedRateBond method) (rateslib.instruments.IRS method) (rateslib.instruments.Portfolio method) (rateslib.instruments.SBS method) (rateslib.instruments.Spread method) (rateslib.instruments.STIRFuture method) (rateslib.instruments.Value method) (rateslib.instruments.VolValue method) (rateslib.instruments.XCS method) (rateslib.instruments.ZCIS method) (rateslib.instruments.ZCS method) (rateslib.legs.BaseLeg method) (rateslib.legs.BaseLegMtm method) (rateslib.legs.CustomLeg method) (rateslib.legs.FixedLeg method) (rateslib.legs.FloatLeg method) (rateslib.legs.IndexFixedLeg method) (rateslib.legs.ZeroFixedLeg method) (rateslib.legs.ZeroFloatLeg method) (rateslib.legs.ZeroIndexLeg method) (rateslib.periods.BasePeriod method) (rateslib.periods.Cashflow method) (rateslib.periods.FixedPeriod method) (rateslib.periods.FloatPeriod method) (rateslib.periods.FXOptionPeriod method) (rateslib.periods.IndexCashflow method) (rateslib.periods.IndexFixedPeriod method) (rateslib.periods.IndexMixin method) O oaspread() (rateslib.instruments.Bill method) (rateslib.instruments.BondMixin method) (rateslib.instruments.FixedRateBond method) (rateslib.instruments.FloatRateNote method) (rateslib.instruments.IndexFixedRateBond method) P pairs (rateslib.fx.FXRates attribute) payment (rateslib.periods.Cashflow attribute) (rateslib.periods.IndexMixin attribute) payment_lag (rateslib.default.Defaults attribute) (rateslib.instruments.BaseDerivative attribute) (rateslib.scheduling.Schedule attribute) payment_lag_exchange (rateslib.default.Defaults attribute) (rateslib.legs.BaseLeg attribute) payment_lag_specific (rateslib.default.Defaults attribute) periods (rateslib.legs.BaseLeg attribute) (rateslib.legs.CustomLeg attribute) phi (rateslib.periods.FXCallPeriod attribute) (rateslib.periods.FXOptionPeriod attribute) (rateslib.periods.FXPutPeriod attribute) plot() (rateslib.curves.CompositeCurve method) (rateslib.curves.Curve method) (rateslib.curves.IndexCurve method) (rateslib.curves.LineCurve method) (rateslib.curves.MultiCsaCurve method) (rateslib.curves.ProxyCurve method) (rateslib.fx.FXForwards method) plot_index() (rateslib.curves.CompositeCurve method) (rateslib.curves.IndexCurve method) (rateslib.curves.MultiCsaCurve method) plot_payoff() (rateslib.instruments.FXCall method) (rateslib.instruments.FXOption method) (rateslib.instruments.FXPut method) (rateslib.instruments.FXRiskReversal method) (rateslib.instruments.FXStraddle method) (rateslib.instruments.FXStrangle method) points (rateslib.instruments.FXSwap attribute) pool (rateslib.default.Defaults attribute) Portfolio (class in rateslib.instruments) positions() (rateslib.fx.FXForwards method) (rateslib.fx.FXRates method) ppdnev() (PPSplineF64 method) (rateslib.splines.PPSplineF64 method) ppdnev_single() (PPSplineF64 method) (rateslib.splines.PPSplineF64 method) ppdnev_single_dual() (PPSplineF64 method) (rateslib.splines.PPSplineF64 method) ppdnev_single_dual2() (PPSplineF64 method) (rateslib.splines.PPSplineF64 method) ppev() (PPSplineF64 method) (rateslib.splines.PPSplineF64 method) ppev_single() (PPSplineF64 method) (rateslib.splines.PPSplineF64 method) ppev_single_dual() (PPSplineF64 method) (rateslib.splines.PPSplineF64 method) ppev_single_dual2() (PPSplineF64 method) (rateslib.splines.PPSplineF64 method) PPSplineDual (class in rateslib.splines) PPSplineDual2 (class in rateslib.splines) PPSplineF64 (class in rateslib.splines) pre_m (rateslib.solver.Solver attribute) pre_n (rateslib.solver.Solver attribute) pre_solvers (rateslib.solver.Solver attribute) pre_variables (rateslib.solver.Solver attribute) price() (rateslib.instruments.Bill method) (rateslib.instruments.FixedRateBond method) (rateslib.instruments.IndexFixedRateBond method) print() (rateslib.default.Defaults method) ProxyCurve (class in rateslib.curves) pschedule (rateslib.scheduling.Schedule attribute) Q q (rateslib.fx.FXForwards attribute) (rateslib.fx.FXRates attribute) R r (rateslib.solver.Solver attribute) r_pre (rateslib.solver.Solver attribute) rate() (rateslib.curves.CompositeCurve method) (rateslib.curves.Curve method) (rateslib.curves.IndexCurve method) (rateslib.curves.LineCurve method) (rateslib.curves.MultiCsaCurve method) (rateslib.curves.ProxyCurve method) (rateslib.fx.FXForwards method) (rateslib.fx.FXRates method) (rateslib.instruments.BaseDerivative method) (rateslib.instruments.BaseMixin method) (rateslib.instruments.Bill method) (rateslib.instruments.BondFuture method) (rateslib.instruments.FixedRateBond method) (rateslib.instruments.FloatRateNote method) (rateslib.instruments.Fly method) (rateslib.instruments.FRA method) (rateslib.instruments.FXCall method) (rateslib.instruments.FXExchange method) (rateslib.instruments.FXOption method) (rateslib.instruments.FXOptionStrat method) (rateslib.instruments.FXPut method) (rateslib.instruments.FXRiskReversal method) (rateslib.instruments.FXStraddle method) (rateslib.instruments.FXStrangle method) (rateslib.instruments.FXSwap method) (rateslib.instruments.IIRS method) (rateslib.instruments.IndexFixedRateBond method) (rateslib.instruments.IRS method) (rateslib.instruments.SBS method) (rateslib.instruments.Spread method) (rateslib.instruments.STIRFuture method) (rateslib.instruments.Value method) (rateslib.instruments.VolValue method) (rateslib.instruments.XCS method) (rateslib.instruments.ZCIS method) (rateslib.instruments.ZCS method) (rateslib.legs.ZeroFloatLeg method) (rateslib.periods.Cashflow method) (rateslib.periods.FloatPeriod method) (rateslib.periods.FXOptionPeriod method) rate_weight (rateslib.instruments.FXRiskReversal attribute) (rateslib.instruments.FXStraddle attribute) (rateslib.instruments.FXStrangle attribute) rate_weight_vol (rateslib.instruments.FXRiskReversal attribute) (rateslib.instruments.FXStraddle attribute) (rateslib.instruments.FXStrangle attribute) rates_table() (rateslib.fx.FXRates method) rateslib.calendars module rateslib.curves module rateslib.default module rateslib.dual module rateslib.fx module rateslib.instruments module rateslib.legs module rateslib.periods module rateslib.scheduling module rateslib.solver module rateslib.splines module real_cashflow (rateslib.periods.IndexCashflow attribute) (rateslib.periods.IndexFixedPeriod attribute) (rateslib.periods.IndexMixin attribute) repo_from_fwd() (rateslib.instruments.Bill method) (rateslib.instruments.BondMixin method) (rateslib.instruments.FixedRateBond method) (rateslib.instruments.FloatRateNote method) (rateslib.instruments.IndexFixedRateBond method) reset_defaults() (rateslib.default.Defaults method) restate() (rateslib.fx.FXRates method) roll (rateslib.instruments.BaseDerivative attribute) (rateslib.scheduling.Schedule attribute) roll() (rateslib.curves.CompositeCurve method) (rateslib.curves.Curve method) (rateslib.curves.IndexCurve method) (rateslib.curves.LineCurve method) (rateslib.curves.MultiCsaCurve method) (rateslib.curves.ProxyCurve method) S s (rateslib.solver.Solver attribute) SBS (class in rateslib.instruments) Schedule (class in rateslib.scheduling) schedule (rateslib.legs.BaseLeg attribute) (rateslib.legs.IndexLegMixin attribute) Sensitivities (class in rateslib.instruments) set_order() (in module rateslib.dual) set_order_convert() (in module rateslib.dual) settle (rateslib.default.Defaults attribute) (rateslib.instruments.FixedRateBond attribute) settlement (rateslib.fx.FXRates attribute) shift() (rateslib.curves.CompositeCurve method) (rateslib.curves.Curve method) (rateslib.curves.IndexCurve method) (rateslib.curves.LineCurve method) (rateslib.curves.MultiCsaCurve method) (rateslib.curves.ProxyCurve method) simple_rate() (rateslib.instruments.Bill method) Solver (class in rateslib.solver) spec (rateslib.default.Defaults attribute) Spread (class in rateslib.instruments) spread() (rateslib.instruments.FXSwap method) (rateslib.instruments.IIRS method) (rateslib.instruments.IRS method) (rateslib.instruments.SBS method) (rateslib.instruments.STIRFuture method) (rateslib.instruments.XCS method) spread_compound_method (rateslib.default.Defaults attribute) STIRFuture (class in rateslib.instruments) stub (rateslib.default.Defaults attribute) (rateslib.instruments.BaseDerivative attribute) (rateslib.scheduling.Schedule attribute) stub_length (rateslib.default.Defaults attribute) stub_type (rateslib.periods.Cashflow attribute) stubs (rateslib.scheduling.Schedule attribute) style (rateslib.instruments.FXCall attribute) (rateslib.instruments.FXOption attribute) (rateslib.instruments.FXPut attribute) (rateslib.instruments.FXRiskReversal attribute) (rateslib.instruments.FXStraddle attribute) (rateslib.instruments.FXStrangle attribute) (rateslib.periods.FXOptionPeriod attribute) swap() (rateslib.fx.FXForwards method) T table (rateslib.scheduling.Schedule attribute) tag (rateslib.default.Defaults attribute) termination (rateslib.instruments.BaseDerivative attribute) (rateslib.scheduling.Schedule attribute) to_json() (rateslib.curves.CompositeCurve method) (rateslib.curves.Curve method) (rateslib.curves.IndexCurve method) (rateslib.curves.LineCurve method) (rateslib.curves.MultiCsaCurve method) (rateslib.curves.ProxyCurve method) (rateslib.fx.FXForwards method) (rateslib.fx.FXRates method) tol (rateslib.solver.Solver attribute) transform (rateslib.fx.FXForwards attribute) translate() (rateslib.curves.CompositeCurve method) (rateslib.curves.Curve method) (rateslib.curves.IndexCurve method) (rateslib.curves.LineCurve method) (rateslib.curves.MultiCsaCurve method) (rateslib.curves.ProxyCurve method) U ueffective (rateslib.scheduling.Schedule attribute) update() (rateslib.fx.FXForwards method) (rateslib.fx.FXRates method) uschedule (rateslib.scheduling.Schedule attribute) utermination (rateslib.scheduling.Schedule attribute) V v (rateslib.solver.Solver attribute) Value (class in rateslib.instruments) variables (rateslib.solver.Solver attribute) vars_from() (Dual method) (Dual2 method) (rateslib.dual.Dual method) (rateslib.dual.Dual2 method) VolValue (class in rateslib.instruments) W W (rateslib.solver.Solver attribute) weights (rateslib.solver.Solver attribute) X x (rateslib.solver.Solver attribute) XCS (class in rateslib.instruments) Y ytm() (rateslib.instruments.Bill method) (rateslib.instruments.BondFuture method) (rateslib.instruments.FixedRateBond method) (rateslib.instruments.IndexFixedRateBond method) Z ZCIS (class in rateslib.instruments) ZCS (class in rateslib.instruments) ZeroFixedLeg (class in rateslib.legs) ZeroFloatLeg (class in rateslib.legs) ZeroIndexLeg (class in rateslib.legs)