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Index

C | D | F | G | I | M | P | V

C

  • calculate_time_to_maturity() (in module fift_analytics.gilts.zero_coupon.zc_pricers)
  • calculate_zero_coupon_bond_convexity() (in module fift_analytics.gilts.zero_coupon.zc_convexity)
    • (in module fift_analytics.zero_coupon)
  • calculate_zero_coupon_bond_duration() (in module fift_analytics.zero_coupon)
  • calculate_zero_coupon_bond_dv01() (in module fift_analytics.zero_coupon)
  • compute_continuous_price() (in module fift_analytics.gilts.zero_coupon.zc_pricers)

D

  • derive_yield_from_zero_curve() (in module fift_analytics.gilts.zero_coupon.curve_yield_extrapolation), [1]

F

  • fift_analytics
    • module, [1]
  • fift_analytics.gilts.zero_coupon.curve_yield_extrapolation
    • module
  • fift_analytics.gilts.zero_coupon.zc_convexity
    • module
  • fift_analytics.gilts.zero_coupon.zc_pricers
    • module
  • fift_analytics.zero_coupon
    • module

G

  • get_zero_coupon_gilt_price() (in module fift_analytics.gilts.zero_coupon.zc_pricers)
    • (in module fift_analytics.zero_coupon)

I

  • is_leap_year() (in module fift_analytics.gilts.zero_coupon.zc_pricers)

M

  • module
    • fift_analytics, [1]
    • fift_analytics.gilts.zero_coupon.curve_yield_extrapolation
    • fift_analytics.gilts.zero_coupon.zc_convexity
    • fift_analytics.gilts.zero_coupon.zc_pricers
    • fift_analytics.zero_coupon

P

  • parse_maturity_date() (in module fift_analytics.gilts.zero_coupon.zc_pricers)
  • parse_settlement_date() (in module fift_analytics.gilts.zero_coupon.zc_pricers)

V

  • validate_inputs() (in module fift_analytics.gilts.zero_coupon.zc_pricers)

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