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Diffstat (limited to 'docs/api.rst')
| -rw-r--r-- | docs/api.rst | 17 |
1 files changed, 17 insertions, 0 deletions
diff --git a/docs/api.rst b/docs/api.rst index e850f45..253ddd5 100644 --- a/docs/api.rst +++ b/docs/api.rst @@ -1,6 +1,23 @@ PyISDA ====== +:mod:`~pyisda.cdsone` contains the two work horse functions of the library, +which allow to convert back and forth from upfront to spread + +.. autosummary:: + pyisda.cdsone.upfront_charge + pyisda.cdsone.spread_from_upfront + +.. automodule:: pyisda.cdsone + :members: + +:mod:`~pyisda.curve` contains two types of curves: + +.. autosummary:: + pyisda.curve.YieldCurve + pyisda.curve.SpreadCurve + + .. automodule:: pyisda.curve :members: :undoc-members: |