Module curveengine.parsing.enums

Classes

class Calendar (value, names=None, *, module=None, qualname=None, type=None, start=1)

Enum for the calendar of the index

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class Calendar(Enum):
    '''
    Enum for the calendar of the index
    '''
    NullCalendar = ore.NullCalendar()
    TARGET = ore.TARGET()
    UnitedStates = ore.UnitedStates(ore.UnitedStates.NYSE)
    Chile = ore.Chile()
    Brazil = ore.Brazil()

Ancestors

• enum.Enum

Class variables

var Brazil

var Chile

var NullCalendar

var TARGET

var UnitedStates

class Compounding (value, names=None, *, module=None, qualname=None, type=None, start=1)

Enum for the compounding of the index

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class Compounding(Enum):
    '''
    Enum for the compounding of the index
    '''
    Simple = ore.Simple
    Compounded = ore.Compounded
    Continuous = ore.Continuous
    SimpleThenCompounded = ore.SimpleThenCompounded

Ancestors

• enum.Enum

Class variables

var Compounded

var Continuous

var Simple

var SimpleThenCompounded

class Convention (value, names=None, *, module=None, qualname=None, type=None, start=1)

Enum for the convention of the index

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class Convention(Enum):
    '''
    Enum for the convention of the index
    '''
    Following = ore.Following
    ModifiedFollowing = ore.ModifiedFollowing
    Preceding = ore.Preceding
    ModifiedPreceding = ore.ModifiedPreceding
    HalfMonthModifiedFollowing = ore.HalfMonthModifiedFollowing
    Unadjusted = ore.Unadjusted

Ancestors

• enum.Enum

Class variables

var Following

var HalfMonthModifiedFollowing

var ModifiedFollowing

var ModifiedPreceding

var Preceding

var Unadjusted

class Currency (value, names=None, *, module=None, qualname=None, type=None, start=1)

Enum for currencies

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class Currency(Enum):
    '''
    Enum for currencies    
    '''
    USD = ore.USDCurrency()
    EUR = ore.EURCurrency()
    GBP = ore.GBPCurrency()
    CHF = ore.CHFCurrency()
    JPY = ore.JPYCurrency()
    CLF = ore.CLFCurrency()
    CLP = ore.CLPCurrency()
    COP = ore.COPCurrency()
    BRL = ore.BRLCurrency()
    MXN = ore.MXNCurrency()
    AUD = ore.AUDCurrency()
    NZD = ore.NZDCurrency()
    SEK = ore.SEKCurrency()
    PEN = ore.PENCurrency()

Ancestors

• enum.Enum

Class variables

var AUD

var BRL

var CHF

var CLF

var CLP

var COP

var EUR

var GBP

var JPY

var MXN

var NZD

var PEN

var SEK

var USD

class CurveType (value, names=None, *, module=None, qualname=None, type=None, start=1)

Enum for the type of curve

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class CurveType(Enum):
    '''
    Enum for the type of curve
    '''
    Discount = "Discount"
    Piecewise = "Piecewise"

Ancestors

• enum.Enum

Class variables

var Discount

var Piecewise

class DateGenerationRule (value, names=None, *, module=None, qualname=None, type=None, start=1)

Enum for the date generation rule of the index

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class DateGenerationRule(Enum):
    '''
    Enum for the date generation rule of the index
    '''
    Backward = ore.DateGeneration.Backward
    Forward = ore.DateGeneration.Forward
    Zero = ore.DateGeneration.Zero
    ThirdWednesday = ore.DateGeneration.ThirdWednesday
    Twentieth = ore.DateGeneration.Twentieth
    TwentiethIMM = ore.DateGeneration.TwentiethIMM
    OldCDS = ore.DateGeneration.OldCDS

Ancestors

• enum.Enum

Class variables

var Backward

var Forward

var OldCDS

var ThirdWednesday

var Twentieth

var TwentiethIMM

var Zero

class DayCounter (value, names=None, *, module=None, qualname=None, type=None, start=1)

Enum for the day counter of the index

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class DayCounter(Enum):
    '''
    Enum for the day counter of the index
    '''
    Actual360 = ore.Actual360()
    Actual365 = ore.Actual365Fixed()
    Thirty360 = ore.Thirty360(ore.Thirty360.BondBasis)

Ancestors

• enum.Enum

Class variables

var Actual360

var Actual365

var Thirty360

class Frequency (value, names=None, *, module=None, qualname=None, type=None, start=1)

Enum for the frequency of the index

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class Frequency(Enum):
    '''
    Enum for the frequency of the index
    '''
    Annual = ore.Annual
    Semiannual = ore.Semiannual
    Quarterly = ore.Quarterly
    Monthly = ore.Monthly
    Weekly = ore.Weekly
    Daily = ore.Daily
    Once = ore.Once
    Bimonthly = ore.Bimonthly
    OtherFrequency = ore.OtherFrequency
    EveryFourthMonth = ore.EveryFourthMonth
    EveryFourthWeek = ore.EveryFourthWeek
    Biweekly = ore.Biweekly
    NoFrequency = ore.NoFrequency

Ancestors

• enum.Enum

Class variables

var Annual

var Bimonthly

var Biweekly

var Daily

var EveryFourthMonth

var EveryFourthWeek

var Monthly

var NoFrequency

var Once

var OtherFrequency

var Quarterly

var Semiannual

var Weekly

class HelperType (value, names=None, *, module=None, qualname=None, type=None, start=1)

Enum for the type of helper

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class HelperType(Enum):
    '''
    Enum for the type of helper
    '''
    Bond = "Bond"
    Deposit = "Deposit"
    FxSwap = "FxSwap"
    OIS = "OIS"
    SofrFuture = "SofrFuture"
    Xccy = "Xccy"
    Swap = "Swap"
    TenorBasis = "TenorBasis"
    XccyBasis = "XccyBasis"

Ancestors

• enum.Enum

Class variables

var Bond

var Deposit

var FxSwap

var OIS

var SofrFuture

var Swap

var TenorBasis

var Xccy

var XccyBasis

class IndexType (value, names=None, *, module=None, qualname=None, type=None, start=1)

Enum for the type of index

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class IndexType(Enum):
    '''
    Enum for the type of index
    '''
    OvernightIndex = "OvernightIndex"
    IborIndex = "IborIndex"

Ancestors

• enum.Enum

Class variables

var IborIndex

var OvernightIndex

class Month (value, names=None, *, module=None, qualname=None, type=None, start=1)

Enum for months

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class Month(Enum):
    '''
    Enum for months
    '''
    January = ore.January
    February = ore.February
    March = ore.March
    April = ore.April
    May = ore.May
    June = ore.June
    July = ore.July
    August = ore.August
    September = ore.September
    October = ore.October
    November = ore.November
    December = ore.December

Ancestors

• enum.Enum

Class variables

var April

var August

var December

var February

var January

var July

var June

var March

var May

var November

var October

var September

class TimeUnit (value, names=None, *, module=None, qualname=None, type=None, start=1)

Enum for the time unit of the index

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class TimeUnit(Enum):
    '''
    Enum for the time unit of the index
    '''
    Days = ore.Days
    Weeks = ore.Weeks
    Months = ore.Months
    Years = ore.Years

Ancestors

• enum.Enum

Class variables

var Days

var Months

var Weeks

var Years