Fix swap leg - Githubissues

domokane / FinancePy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

GNU General Public License v3.0

2.16k stars 322 forks source link

Fix swap leg #192

Closed nashquant closed 1 year ago

nashquant commented 1 year ago

Address self.print_valuation() concerns raised in issue #188.

Now swap.print_float_leg_pv() becomes:

Which is much more in-line with swap.print_fixed_leg_pv():

domokane commented 1 year ago

Thanks