Index

A

amortize() (in module dcf.plans)

annuity() (in module dcf.plans)

B

bpv() (in module dcf.pricer)

bullet() (in module dcf.plans)

C

CALL_TYPES (dcf.payoffs.OptionCashFlowPayOff attribute)

CashFlowList (class in dcf.payoffs) consumer() (in module dcf.plans)

D

dataframe() (dcf.payoffs.CashFlowList method) dcf module dcf.daycount module dcf.plans module

delta() (in module dcf.pricer) details() (dcf.payoffs.CashFlowList method) (dcf.payoffs.FixedCashFlowPayOff method) (dcf.payoffs.OptionCashFlowPayOff method) (dcf.payoffs.RateCashFlowPayOff method) domain (dcf.payoffs.CashFlowList property)

E

ecf() (in module dcf.pricer)

F

fair() (in module dcf.pricer) fit (class in dcf.pricer) fixed_rate (dcf.payoffs.CashFlowList property) FixedCashFlowPayOff (class in dcf.payoffs)

from_contingent_rate_cashflows() (dcf.payoffs.CashFlowList class method) from_fixed_cashflows() (dcf.payoffs.CashFlowList class method) from_option_cashflows() (dcf.payoffs.CashFlowList class method) from_rate_cashflows() (dcf.payoffs.CashFlowList class method)

I

iac() (in module dcf.pricer)

iam() (in module dcf.plans)

M

module dcf dcf.daycount dcf.plans

O

OPTION_TYPES (dcf.payoffs.OptionCashFlowPayOff attribute) OptionCashFlowPayOff (class in dcf.payoffs)

origin (dcf.payoffs.CashFlowList property) origin() (in module dcf.daycount) outstanding() (in module dcf.plans)

P

PUT_TYPES (dcf.payoffs.OptionCashFlowPayOff attribute)

pv() (in module dcf.pricer)

R

RateCashFlowPayOff (class in dcf.payoffs)

S

same() (in module dcf.plans)

Y

year_fraction() (in module dcf.daycount)

ytm() (in module dcf.pricer)