.. py:module:: dcf ----------------- API Documentation ----------------- .. toctree:: Cashflow Objects ================ Cashflow Payoffs ---------------- .. py:currentmodule:: dcf.payoffs .. autosummary:: :nosignatures: FixedCashFlowPayOff RateCashFlowPayOff OptionCashFlowPayOff .. autoclass:: FixedCashFlowPayOff .. autoclass:: RateCashFlowPayOff .. autoclass:: OptionCashFlowPayOff CashFlow List ------------- .. autosummary:: :nosignatures: .. autoclass:: CashFlowList Valuation Routines ================== Expected Payoff --------------- .. autofunction:: dcf.pricer.ecf Present Value ------------- .. autofunction:: dcf.pricer.pv Interest Accrued ---------------- .. autofunction:: dcf.pricer.iac Yield To Maturity ----------------- .. autofunction:: dcf.pricer.ytm Fair Rate --------- .. autofunction:: dcf.pricer.fair Basis Point Value ----------------- .. autofunction:: dcf.pricer.bpv Bucketed Delta -------------- .. autofunction:: dcf.pricer.delta Curve Bootstrapping ------------------- .. autoclass:: dcf.pricer.fit Fundamentals ============ Build Functions --------------- .. automodule:: dcf.plans DayCount -------- .. automodule:: dcf.daycount