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From: Gorazd B. <gor...@gm...> - 2021-08-09 20:19:06
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Hi all, I'm new to the list, and have the following question: Why are elements of VanillaSwap leg CashFlow type, and not Coupon type? (please see below) Best regards, Gorazd In [11]: sw2 Out[11]: <QuantLib.QuantLib.VanillaSwap; proxy of <Swig Object of type 'boost::shared_ptr< VanillaSwap > *' at 0x7f48a03c7780> > In [10]: list(sw2.floatingLeg()) Out[10]: [<QuantLib.QuantLib.CashFlow; proxy of <Swig Object of type 'boost::shared_ptr< CashFlow > *' at 0x7f4895863cf0> >, <QuantLib.QuantLib.CashFlow; proxy of <Swig Object of type 'boost::shared_ptr< CashFlow > *' at 0x7f4895863e40> >, <QuantLib.QuantLib.CashFlow; proxy of <Swig Object of type 'boost::shared_ptr< CashFlow > *' at 0x7f4895863f00> >, <QuantLib.QuantLib.CashFlow; proxy of <Swig Object of type 'boost::shared_ptr< CashFlow > *' at 0x7f4895863870> >] |