blob: 253ddd5582488505e2c2f5433aeb757e0b6ea812 (
plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
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:
|
