IRCMSSpreadOptionStrip¶

For methods of this class, see gs_quant.base.Priceable

class IRCMSSpreadOptionStrip(cap_floor=None, termination_date=None, notional_currency=None, notional_amount=None, effective_date=None, strike=None, index1=None, index2=None, floating_rate_frequency=None, floating_rate_day_count_fraction=None, floating_rate_business_day_convention=None, reset_delay=None, premium=None, premium_payment_date=None, fee=0.0, fee_currency=None, fee_payment_date=None, buy_sell=None, name=None)[source]¶

Properties

buy_sell: Optional[BuySell] = None¶

cap_floor: Optional[str] = None¶

dataclass_json_config = {'letter_case': <function camelcase>}¶

effective_date: Union[date, str, None] = None¶

fee: Optional[float] = 0.0¶

fee_currency: Optional[Currency] = None¶

fee_payment_date: Union[date, str, None] = None¶

floating_rate_business_day_convention: Optional[BusinessDayConvention] = None¶

floating_rate_day_count_fraction: Optional[DayCountFraction] = None¶

floating_rate_frequency: Optional[str] = None¶

index1: Optional[str] = None¶

index2: Optional[str] = None¶

instrument_quantity¶

metadata¶

name: Optional[str] = None¶

notional_amount: Union[float, str, None] = None¶

notional_currency: Optional[Currency] = None¶

premium: Union[float, str, None] = None¶

premium_payment_date: Union[date, str, None] = None¶

provider¶

quantity_: InitVar[float] = 1¶

reset_delay: Optional[str] = None¶

resolution_key¶

strike: Union[float, str, None] = None¶

termination_date: Union[date, str, None] = None¶

type_: Optional[AssetType] = 'CMSSpreadOptionStrip'¶

unresolved¶