MakeFloatingRateNote

class quantsupport.instruments.MakeFloatingRateNote(*, identifier: str, start_date: Date | str | datetime.date | None = ..., maturity_date: Date | str | datetime.date | None = ..., notional: float, spread: float, currency: Currency | str, forward_index: MarketIndex | str | Mapping[str, Any], payment_frequency: Any | None = ..., payment_structure: PaymentStructure | str | None = ..., start_tenor: Period | str | None = ..., tenor: Period | str | None = ...)

Bases: MakeInstrument[FloatingRateNote] Reusable maker for FloatingRateNote. Both build methods return a concrete product.

Stores copied construction parameters.

Parameters:

  • identifier (str) – Product identifier for the floating-rate bond.

  • start_date (_DateLike | None) – First coupon accrual date; ISO date strings are accepted.

  • maturity_date (_DateLike | None) – Final contractual coupon and principal repayment date.

  • notional (float) – Original principal in currency; Trade may override the amount.

  • spread (float) – Annual decimal margin added to the forward index; 0.001 means 10 bp.

  • currency (_CurrencyLike) – Payment currency enum or alphabetic currency code.

  • forward_index (_IndexLike) – Reference index for projected floating coupons, or native index representation.

  • payment_frequency (Any | None) – Coupon payment interval; default None resolves to Quarterly.

  • payment_structure (PaymentStructure | str | None) – Principal repayment enum/name, such as Bullet, EqualPayments, or EqualRedemptions. Default None uses Bullet; native construction checks the requested structure.

  • start_tenor (_PeriodLike | None) – Start offset from the context evaluation date. Omitted or None leaves this input unset.

  • tenor (_PeriodLike | None) – Maturity offset from the explicit or constructed start date. Omitted or None leaves this input unset.

Source declaration

Methods

__getitem__(key: str, /) → Any
Returns a copied construction parameter.
Parameters:

key (str) – Name of the construction parameter to read.

classmethod from_dict(parameters: Mapping[str, Any]) → Self

Creates a maker from copied construction parameters.

Parameters:

parameters (Mapping[str, Any]) – Product constructor fields and optional relative tenor fields.