Module: rates_trade_type_keys
Expand source code
# Copyright (C) 2023-present The Project Contributors
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
from cl.tradeentry.trades.rates.rates_trade_type_key import RatesTradeTypeKey
class RatesTradeTypeKeys:
"""Standard interest rate trade type keys."""
vanilla_swap: RatesTradeTypeKey = RatesTradeTypeKey(rates_trade_type_id="VanillaSwap")
"""Vanilla fixed-for-floating swap."""
fixed_for_floating_swap: RatesTradeTypeKey = RatesTradeTypeKey(rates_trade_type_id="FixedForFloatingSwap")
"""Fixed-for-floating interest rate swap with features outside the vanilla swap type."""
fixed_for_fixed_swap: RatesTradeTypeKey = RatesTradeTypeKey(rates_trade_type_id="FixedForFixedSwap")
"""Fixed-for-fixed interest rate swap."""
basis_swap: RatesTradeTypeKey = RatesTradeTypeKey(rates_trade_type_id="BasisSwap")
"""Interest rate basis swap where both parties pay floating."""
Classes
class RatesTradeTypeKeys
-
Standard interest rate trade type keys.
Expand source code
class RatesTradeTypeKeys: """Standard interest rate trade type keys.""" vanilla_swap: RatesTradeTypeKey = RatesTradeTypeKey(rates_trade_type_id="VanillaSwap") """Vanilla fixed-for-floating swap.""" fixed_for_floating_swap: RatesTradeTypeKey = RatesTradeTypeKey(rates_trade_type_id="FixedForFloatingSwap") """Fixed-for-floating interest rate swap with features outside the vanilla swap type.""" fixed_for_fixed_swap: RatesTradeTypeKey = RatesTradeTypeKey(rates_trade_type_id="FixedForFixedSwap") """Fixed-for-fixed interest rate swap.""" basis_swap: RatesTradeTypeKey = RatesTradeTypeKey(rates_trade_type_id="BasisSwap") """Interest rate basis swap where both parties pay floating."""
Class variables
var basis_swap
-
Interest rate basis swap where both parties pay floating.
var fixed_for_fixed_swap
-
Fixed-for-fixed interest rate swap.
var fixed_for_floating_swap
-
Fixed-for-floating interest rate swap with features outside the vanilla swap type.
var vanilla_swap
-
Vanilla fixed-for-floating swap.