Index A | B | C | D | E | F | G | H | I | K | L | M | N | O | P | Q | R | S | T | U | V | W | Y | Z A abs_premium_discount() (fuggers_py.portfolio.EtfNavMetrics method) AccelerationOption (in module fuggers_py.bonds) accrual_factor() (fuggers_py.rates.OvernightCompounding method) accrual_periods() (fuggers_py.rates.FixedLegSpec method) (fuggers_py.rates.FloatingLegSpec method) (fuggers_py.rates.ScheduleDefinition method) AccrualPeriod (class in fuggers_py.rates) accrued_amount (fuggers_py.bonds.SettlementInvoice attribute) accrued_days (fuggers_py.bonds.SettlementInvoice attribute) accrued_interest (fuggers_py.bonds.SettlementInvoice attribute) (fuggers_py.rates.AssetSwapBreakdown attribute) accrued_interest() (fuggers_py.bonds.Bond method) (fuggers_py.bonds.CallableBond method) (fuggers_py.bonds.FixedBond method) (fuggers_py.bonds.FloatingRateNote method) (fuggers_py.bonds.SinkingFundBond method) (fuggers_py.bonds.TipsBond method) (fuggers_py.bonds.TipsPricer method) (fuggers_py.bonds.ZeroCouponBond method) (fuggers_py.rates.AssetSwap method) (fuggers_py.rates.DeliverableBond method) AccruedInterestCalculator (class in fuggers_py.bonds) AccruedInterestInputs (class in fuggers_py.bonds) active_current_yield (fuggers_py.portfolio.BenchmarkComparison property) active_dirty_pv (fuggers_py.portfolio.BenchmarkComparison property) active_duration (fuggers_py.portfolio.BenchmarkComparison property) active_dv01 (fuggers_py.portfolio.BenchmarkComparison property) active_oas (fuggers_py.portfolio.BenchmarkComparison property) active_weights() (fuggers_py.portfolio.PortfolioBenchmark method) (in module fuggers_py.portfolio) active_weights_by_holding() (fuggers_py.portfolio.PortfolioBenchmark method) active_weights_by_rating() (fuggers_py.portfolio.PortfolioBenchmark method) active_weights_by_sector() (fuggers_py.portfolio.PortfolioBenchmark method) active_ytm (fuggers_py.portfolio.BenchmarkComparison property) active_ytw (fuggers_py.portfolio.BenchmarkComparison property) active_z_spread (fuggers_py.portfolio.BenchmarkComparison property) ActiveWeight (class in fuggers_py.portfolio) ActiveWeights (class in fuggers_py.portfolio) actual_change (fuggers_py.portfolio.StressResult attribute) add_benchmark() (fuggers_py.bonds.GovernmentCurve method) add_fixing() (fuggers_py.rates.IndexFixingStore method) add_fixings() (fuggers_py.rates.IndexFixingStore method) add_holding() (fuggers_py.portfolio.PortfolioBuilder method) add_position() (fuggers_py.portfolio.PortfolioBuilder method) add_positions() (fuggers_py.portfolio.PortfolioBuilder method) add_surface() (fuggers_py.vol_surfaces.InMemoryVolatilitySource method) adjusted_principal() (fuggers_py.bonds.TipsBond method) adjusted_term_rate (fuggers_py.bonds.CompoundingConvexityBreakdown attribute) adjusted_term_rate() (in module fuggers_py.bonds) AdjustedCdsBreakdown (class in fuggers_py.credit) aggregate() (fuggers_py.portfolio.AttributionInput method) (fuggers_py.portfolio.Contribution method) aggregate_change (fuggers_py.portfolio.StressSummary property) aggregate_key_rate_profile() (in module fuggers_py.portfolio) aggregated_attribution() (fuggers_py.portfolio.PortfolioBenchmark method) (in module fuggers_py.portfolio) AggregatedAttribution (class in fuggers_py.portfolio) amortization_schedule() (fuggers_py.bonds.AmortizingBond method) (fuggers_py.bonds.SinkingFundBond method) AmortizingBond (class in fuggers_py.bonds) AnalyticsConfig (class in fuggers_py.portfolio) AnalyticsError analyze() (fuggers_py.portfolio.PortfolioAnalyzer method) analyze_etf_basket() (in module fuggers_py.portfolio) annuity() (fuggers_py.rates.SwapPricer method) apply() (fuggers_py.bonds.BalanceSheetSpreadOverlay method) apply_balance_sheet_overlays() (in module fuggers_py.bonds) apply_funding_spread_overlays() (in module fuggers_py.bonds) apply_to_funding_spread() (fuggers_py.bonds.BalanceSheetSpreadOverlay method) approximate_sec_yield() (in module fuggers_py.portfolio) arbitrage_opportunity() (in module fuggers_py.portfolio) ArrearConvention (class in fuggers_py.rates) as_decimal() (fuggers_py.portfolio.DistributionYield method) (fuggers_py.portfolio.TrackingErrorEstimate method) as_dict() (fuggers_py.portfolio.ActiveWeight method) (fuggers_py.portfolio.HoldingAttribution method) (fuggers_py.portfolio.HoldingContribution method) asset_swap_type (fuggers_py.rates.AssetSwap attribute) AssetSwap (class in fuggers_py.rates) AssetSwapBreakdown (class in fuggers_py.rates) AssetSwapPricer (class in fuggers_py.rates) AssetSwapPricingResult (class in fuggers_py.rates) ASWType (class in fuggers_py.bonds) attribution_summary() (in module fuggers_py.portfolio) AttributionInput (class in fuggers_py.portfolio) average_life() (fuggers_py.bonds.SinkingFundBond method) B BachelierPricer (class in fuggers_py.rates) BalanceSheetSpreadOverlay (class in fuggers_py.bonds) base_currency_value (fuggers_py.portfolio.CashPosition property) (fuggers_py.portfolio.Holding property) base_dirty_pv (fuggers_py.portfolio.StressResult attribute) base_forward_rate() (fuggers_py.bonds.HullWhiteModel method) BaseSpreadAdjustment (class in fuggers_py.bonds) basis() (fuggers_py.bonds.GQDSecuredUnsecuredBasisModel method) (fuggers_py.bonds.SecuredUnsecuredBasisModel method) BasisSwap (class in fuggers_py.rates) BasisSwapPricer (class in fuggers_py.rates) BasisSwapPricingResult (class in fuggers_py.rates) BasisSwapQuote (class in fuggers_py.rates) basket_per_share (fuggers_py.portfolio.BasketFlowSummary property) (fuggers_py.portfolio.CreationBasket property) BasketAnalysis (class in fuggers_py.portfolio) BasketComponent (class in fuggers_py.portfolio) BasketFlowSummary (class in fuggers_py.portfolio) BatchYASCalculator (class in fuggers_py.bonds) benchmark_comparison() (in module fuggers_py.portfolio) benchmark_for_tenor() (fuggers_py.bonds.GovernmentCurve method) benchmark_weights (fuggers_py.portfolio.ActiveWeights property) BenchmarkComparison (class in fuggers_py.portfolio) BenchmarkKind (class in fuggers_py.bonds) BenchmarkMetrics (in module fuggers_py.portfolio) BenchmarkSpec (class in fuggers_py.bonds) best_case() (fuggers_py.portfolio.StressSummary method) (in module fuggers_py.portfolio) best_gain (fuggers_py.portfolio.StressSummary property) BinomialTree (class in fuggers_py.bonds) Black76Pricer (class in fuggers_py.rates) bloomberg() (fuggers_py.bonds.ShortDateCalculator class method) BloombergReference (class in fuggers_py.bonds) boeing_2025() (fuggers_py.bonds.BloombergReference class method) Bond (class in fuggers_py.bonds) bond (fuggers_py.rates.AssetSwap attribute) bond_equivalent_yield() (in module fuggers_py.bonds) bond_equivalent_yield_simple() (in module fuggers_py.bonds) bond_name() (fuggers_py.bonds.Sovereign method) BondAnalytics (class in fuggers_py.bonds) BondCashFlow (class in fuggers_py.bonds) BondCdsBasisBreakdown (class in fuggers_py.credit) BondError BondFutureQuote (class in fuggers_py.rates) BondIndex (class in fuggers_py.rates) BondOption (class in fuggers_py.bonds) BondPricer (class in fuggers_py.bonds) BondPricingError BondQuote (class in fuggers_py.bonds) BondReferenceData (class in fuggers_py.bonds) BondReferenceSource (class in fuggers_py.bonds) BondResult (in module fuggers_py.bonds) BondRiskCalculator (class in fuggers_py.bonds) BondRiskMetrics (class in fuggers_py.bonds) BondType (class in fuggers_py.bonds) breakdown (fuggers_py.portfolio.StressResult attribute) (fuggers_py.rates.AssetSwapPricingResult attribute) breakdown() (fuggers_py.bonds.BaseSpreadAdjustment method) (fuggers_py.bonds.CapitalSpreadAdjustment method) (fuggers_py.bonds.HaircutSpreadAdjustment method) (fuggers_py.bonds.ShadowCostSpreadAdjustment method) (fuggers_py.bonds.SpreadAdjustment method) breakeven_inflation_rate() (in module fuggers_py.inflation) bucket_by_classifier() (in module fuggers_py.portfolio) bucket_by_country() (in module fuggers_py.portfolio) bucket_by_currency() (in module fuggers_py.portfolio) bucket_by_custom_field() (in module fuggers_py.portfolio) bucket_by_issuer() (in module fuggers_py.portfolio) bucket_by_maturity() (in module fuggers_py.portfolio) bucket_by_rating() (in module fuggers_py.portfolio) bucket_by_region() (in module fuggers_py.portfolio) bucket_by_sector() (in module fuggers_py.portfolio) bucket_dv01() (fuggers_py.portfolio.Bucketing method) BucketContribution (class in fuggers_py.portfolio) Bucketing (class in fuggers_py.portfolio) BucketMetrics (in module fuggers_py.portfolio) BucketResult (class in fuggers_py.portfolio) build() (fuggers_py.bonds.SettlementInvoiceBuilder method) (fuggers_py.bonds.YasAnalysisBuilder method) (fuggers_py.portfolio.HoldingBuilder method) (fuggers_py.portfolio.PortfolioBuilder method) by_name() (fuggers_py.portfolio.ActiveWeights method) (fuggers_py.portfolio.CreationBasket method) (fuggers_py.portfolio.EtfComplianceReport method) (fuggers_py.portfolio.PortfolioAttribution method) by_position() (fuggers_py.portfolio.Contribution method) by_tenor() (fuggers_py.portfolio.KeyRateProfile method) C calculate() (fuggers_py.bonds.DiscountMarginCalculator method) (fuggers_py.bonds.OASCalculator method) (fuggers_py.bonds.ParParAssetSwap method) (fuggers_py.bonds.ProceedsAssetSwap method) (fuggers_py.bonds.YASCalculator method) calculate_accrued_amount() (in module fuggers_py.bonds) calculate_attribution() (in module fuggers_py.portfolio) calculate_credit_metrics() (in module fuggers_py.portfolio) calculate_credit_quality() (in module fuggers_py.portfolio) calculate_distribution_yield() (in module fuggers_py.portfolio) calculate_etf_nav() (in module fuggers_py.portfolio) calculate_etf_nav_metrics() (in module fuggers_py.portfolio) calculate_inav() (in module fuggers_py.portfolio) calculate_liquidity_metrics() (in module fuggers_py.portfolio) calculate_many() (fuggers_py.bonds.BatchYASCalculator method) calculate_migration_risk() (in module fuggers_py.portfolio) calculate_nav_breakdown() (in module fuggers_py.portfolio) calculate_portfolio_analytics() (in module fuggers_py.portfolio) calculate_proceeds() (in module fuggers_py.bonds) calculate_risk_metrics() (in module fuggers_py.portfolio) calculate_sec_yield() (in module fuggers_py.portfolio) calculate_settlement_date() (in module fuggers_py.bonds) calculate_spread_metrics() (in module fuggers_py.portfolio) calculate_yield_metrics() (in module fuggers_py.portfolio) call_price_on() (fuggers_py.bonds.CallableBond method) (fuggers_py.bonds.CallSchedule method) CallableBond (class in fuggers_py.bonds) CallableBondBuilder (class in fuggers_py.bonds) CallEntry (class in fuggers_py.bonds) CallSchedule (class in fuggers_py.bonds) CallScheduleEntry (class in fuggers_py.bonds) CallType (class in fuggers_py.bonds) cap_floor() (fuggers_py.rates.BachelierPricer method) (fuggers_py.rates.Black76Pricer method) (fuggers_py.rates.HullWhiteOptionPricer method) CapFloor (class in fuggers_py.rates) CapFloorType (class in fuggers_py.rates) capital_adjustment_breakdown() (in module fuggers_py.bonds) capital_spread_adjustment() (in module fuggers_py.bonds) CapitalAdjustmentBreakdown (class in fuggers_py.bonds) CapitalSpreadAdjustment (class in fuggers_py.bonds) cash_flow_schedule() (fuggers_py.bonds.TipsBond method) cash_flows() (fuggers_py.bonds.Bond method) (fuggers_py.bonds.CallableBond method) (fuggers_py.bonds.FixedBond method) (fuggers_py.bonds.FloatingRateNote method) (fuggers_py.bonds.SinkingFundBond method) (fuggers_py.bonds.TipsBond method) (fuggers_py.bonds.ZeroCouponBond method) cash_flows_to_call() (fuggers_py.bonds.CallableBond method) cash_flows_to_put() (fuggers_py.bonds.CallableBond method) cash_flows_with_fixings() (fuggers_py.bonds.FloatingRateNote method) cash_positions() (fuggers_py.portfolio.Portfolio method) CashFlowData (class in fuggers_py.bonds) CashFlowGenerator (class in fuggers_py.bonds) CashFlowType (class in fuggers_py.bonds) CashPosition (class in fuggers_py.portfolio) cd_equivalent_yield() (in module fuggers_py.bonds) Cds (in module fuggers_py.credit) cds_cs01() (in module fuggers_py.credit) CdsPremiumPeriod (class in fuggers_py.credit) CdsPricer (class in fuggers_py.credit) CdsPricingResult (class in fuggers_py.credit) CdsQuote (class in fuggers_py.credit) CdsReferenceData (class in fuggers_py.credit) cheapest_to_deliver() (in module fuggers_py.rates) Classification (class in fuggers_py.portfolio) ClassifierDistribution (class in fuggers_py.portfolio) clean_price (fuggers_py.bonds.SettlementInvoice attribute) clean_price() (fuggers_py.rates.AssetSwap method) clean_price_from_real_yield() (fuggers_py.bonds.TipsPricer method) clear() (fuggers_py.rates.IndexFixingStore method) compare() (fuggers_py.portfolio.PortfolioBenchmark method) compare_portfolios() (in module fuggers_py.portfolio) ComplianceCheck (class in fuggers_py.portfolio) ComplianceSeverity (class in fuggers_py.portfolio) component_count (fuggers_py.portfolio.CreationBasket property) compose_spread_adjustments() (in module fuggers_py.bonds) compounded_equivalent_rate (fuggers_py.bonds.CompoundingConvexityBreakdown attribute) compounded_rate() (fuggers_py.rates.OvernightCompounding method) compounding_adjustment (fuggers_py.bonds.CompoundingConvexityBreakdown attribute) compounding_convexity_breakdown() (in module fuggers_py.bonds) CompoundingConvexityBreakdown (class in fuggers_py.bonds) contains() (fuggers_py.portfolio.MaturityBucket method) contract_multiplier() (fuggers_py.rates.FuturesOption method) Contribution (class in fuggers_py.portfolio) contribution (fuggers_py.portfolio.HoldingContribution property) conversion_factor() (in module fuggers_py.rates) Convexity (class in fuggers_py.bonds) convexity() (fuggers_py.bonds.YasAnalysis method) convexity_adjustment (fuggers_py.bonds.CompoundingConvexityBreakdown attribute) count() (fuggers_py.rates.IndexFixingStore method) coupon_rate() (fuggers_py.bonds.FixedCouponBond method) CreationBasket (class in fuggers_py.portfolio) credit_component (fuggers_py.rates.AssetSwapPricingResult attribute) credit_component() (fuggers_py.rates.AssetSwapPricer method) CreditDefaultSwap (class in fuggers_py.credit) CreditMetrics (in module fuggers_py.portfolio) CreditQualityMetrics (class in fuggers_py.portfolio) CreditRating (class in fuggers_py.bonds) (class in fuggers_py.portfolio) CrossCurrencyBasisSwap (class in fuggers_py.rates) CrossCurrencyBasisSwapPricer (class in fuggers_py.rates) CrossCurrencyBasisSwapPricingResult (class in fuggers_py.rates) crossover_weight (fuggers_py.portfolio.MigrationRisk property) cs01() (in module fuggers_py.credit) cs01_contribution (fuggers_py.portfolio.HoldingContribution property) cs01_contributions() (in module fuggers_py.portfolio) cs01_per_share() (in module fuggers_py.portfolio) Cs01Contributions (class in fuggers_py.portfolio) currency (fuggers_py.portfolio.Holding property) (fuggers_py.portfolio.Portfolio attribute) (fuggers_py.rates.FxForwardQuote property) currency() (fuggers_py.bonds.Bond method) (fuggers_py.bonds.CallableBond method) (fuggers_py.bonds.FixedBond method) (fuggers_py.bonds.FloatingRateNote method) (fuggers_py.bonds.SinkingFundBond method) (fuggers_py.bonds.Sovereign method) (fuggers_py.bonds.TipsBond method) (fuggers_py.bonds.ZeroCouponBond method) (fuggers_py.rates.AssetSwap method) (fuggers_py.rates.BasisSwap method) (fuggers_py.rates.CapFloor method) (fuggers_py.rates.DeliverableBasket method) (fuggers_py.rates.FixedFloatSwap method) (fuggers_py.rates.FuturesOption method) (fuggers_py.rates.Swaption method) currency_pair() (fuggers_py.rates.CrossCurrencyBasisSwap method) current_coupon_rate() (fuggers_py.bonds.FloatingCouponBond method) (fuggers_py.bonds.FloatingRateNote method) current_reference_rate() (fuggers_py.bonds.FloatingRateNote method) current_yield() (in module fuggers_py.bonds) current_yield_from_amount() (in module fuggers_py.bonds) current_yield_from_amount_pct() (in module fuggers_py.bonds) current_yield_from_bond() (in module fuggers_py.bonds) current_yield_from_bond_pct() (in module fuggers_py.bonds) current_yield_pct() (in module fuggers_py.bonds) current_yield_simple() (in module fuggers_py.bonds) current_yield_simple_pct() (in module fuggers_py.bonds) CustomDistribution (class in fuggers_py.portfolio) D DaysToLiquidate (class in fuggers_py.portfolio) deliverable_bpv_regressor() (in module fuggers_py.bonds) DeliverableBasket (class in fuggers_py.rates) DeliverableBond (class in fuggers_py.rates) description() (fuggers_py.bonds.BenchmarkSpec method) dirty_market_value (fuggers_py.portfolio.Holding property) dirty_price (fuggers_py.bonds.SettlementInvoice attribute) dirty_price() (fuggers_py.rates.AssetSwap method) (fuggers_py.rates.DeliverableBond method) dirty_price_from_real_yield() (fuggers_py.bonds.TipsPricer method) dirty_price_from_yield() (fuggers_py.bonds.StandardYieldEngine method) discount() (fuggers_py.bonds.HullWhiteModel method) discount_yield() (in module fuggers_py.bonds) discount_yield_simple() (in module fuggers_py.bonds) DiscountMarginCalculator (class in fuggers_py.bonds) display_name() (fuggers_py.bonds.RateIndex method) DistributionYield (class in fuggers_py.portfolio) Duration (class in fuggers_py.bonds) duration (fuggers_py.bonds.RiskMetrics property) duration_contribution (fuggers_py.portfolio.HoldingContribution property) duration_contributions() (in module fuggers_py.portfolio) duration_difference_by_sector() (fuggers_py.portfolio.PortfolioBenchmark method) (in module fuggers_py.portfolio) DurationComparison (class in fuggers_py.portfolio) DurationContributions (class in fuggers_py.portfolio) DurationResult (in module fuggers_py.bonds) DurationType (in module fuggers_py.bonds) DV01 (class in fuggers_py.bonds) dv01 (fuggers_py.portfolio.BucketResult attribute) dv01() (fuggers_py.bonds.YasAnalysis method) dv01_approximation (fuggers_py.portfolio.StressResult attribute) dv01_contribution (fuggers_py.portfolio.HoldingContribution property) dv01_contributions() (in module fuggers_py.portfolio) dv01_per_share() (in module fuggers_py.portfolio) Dv01Contributions (class in fuggers_py.portfolio) E effective_convexity() (fuggers_py.bonds.OASCalculator method) effective_duration() (fuggers_py.bonds.OASCalculator method) effective_floating_notional (fuggers_py.rates.AssetSwapBreakdown attribute) effective_floating_notional() (fuggers_py.rates.AssetSwap method) effective_rate() (fuggers_py.bonds.FloatingRateNote method) EffectiveDurationCalculator (class in fuggers_py.bonds) EmbeddedOptionBond (in module fuggers_py.bonds) end_date (fuggers_py.rates.AccrualPeriod attribute) entry_for_date() (fuggers_py.bonds.CallSchedule method) estimate_days_to_liquidate() (in module fuggers_py.portfolio) estimate_income_returns() (in module fuggers_py.portfolio) estimate_rate_returns() (in module fuggers_py.portfolio) estimate_spread_returns() (in module fuggers_py.portfolio) estimate_tracking_error() (in module fuggers_py.portfolio) estimate_yield_from_holdings() (in module fuggers_py.portfolio) etf_compliance_checks() (in module fuggers_py.portfolio) EtfComplianceReport (class in fuggers_py.portfolio) EtfHoldingsSource (class in fuggers_py.bonds) EtfNavMetrics (class in fuggers_py.portfolio) EtfPricer (class in fuggers_py.portfolio) ex_dividend() (fuggers_py.bonds.AccruedInterestCalculator static method) ExerciseStyle (class in fuggers_py.bonds) expense_drag (fuggers_py.portfolio.ExpenseMetrics property) ExpenseMetrics (class in fuggers_py.portfolio) expiry_date (fuggers_py.rates.HasExpiry property) explicit() (fuggers_py.bonds.BenchmarkSpec class method) explicit_yield (fuggers_py.bonds.BenchmarkSpec attribute) F face_value (fuggers_py.bonds.SettlementInvoice attribute) factor_for_payment() (fuggers_py.bonds.SinkingFundSchedule method) factor_on() (fuggers_py.bonds.SinkingFundBond method) (fuggers_py.bonds.SinkingFundSchedule method) factored_amount() (fuggers_py.bonds.BondCashFlow method) FallenAngelRisk (class in fuggers_py.portfolio) fee_waiver_impact() (fuggers_py.portfolio.SecYield method) final_principal_redemption() (fuggers_py.bonds.TipsBond method) first_call() (fuggers_py.bonds.CallableBond method) first_call_after() (fuggers_py.bonds.CallSchedule method) first_put() (fuggers_py.bonds.CallableBond method) first_regular_date() (fuggers_py.bonds.ScheduleConfig method) first_workout_date() (fuggers_py.bonds.CallableBond method) five_year() (fuggers_py.bonds.BenchmarkSpec class method) fixed_leg_pv() (fuggers_py.rates.SwapPricer method) fixed_periods() (fuggers_py.rates.FixedFloatSwap method) fixed_rate (fuggers_py.rates.Fra attribute) fixed_rate_bond_cashflows() (fuggers_py.bonds.CashFlowGenerator static method) FixedBond (class in fuggers_py.bonds) FixedBondBuilder (class in fuggers_py.bonds) FixedCouponBond (class in fuggers_py.bonds) FixedFloatSwap (class in fuggers_py.rates) FixedLegSpec (class in fuggers_py.rates) FixedRateBond (in module fuggers_py.bonds) FixedRateBondBuilder (in module fuggers_py.bonds) fixing() (fuggers_py.rates.BondIndex method) floating_leg (fuggers_py.rates.AssetSwap attribute) floating_leg_pv() (fuggers_py.rates.SwapPricer method) floating_periods() (fuggers_py.rates.FixedFloatSwap method) FloatingCouponBond (class in fuggers_py.bonds) FloatingLegSpec (class in fuggers_py.rates) FloatingRateNote (class in fuggers_py.bonds) FloatingRateNoteBuilder (class in fuggers_py.bonds) FloatingRateTerms (class in fuggers_py.bonds) for_side() (fuggers_py.credit.CdsQuote method) (fuggers_py.funding.HaircutQuote method) (fuggers_py.funding.RepoQuote method) (fuggers_py.rates.BasisSwapQuote method) (fuggers_py.rates.BondFutureQuote method) (fuggers_py.rates.FxForwardQuote method) (fuggers_py.rates.SwapQuote method) formula() (fuggers_py.rates.BachelierPricer method) (fuggers_py.rates.Black76Pricer method) forward_rate() (fuggers_py.rates.FraPricer method) ForwardRateAgreement (in module fuggers_py.rates) Fra (class in fuggers_py.rates) FraPricer (class in fuggers_py.rates) FraPricingResult (class in fuggers_py.rates) frequency() (fuggers_py.bonds.Bond method) (fuggers_py.bonds.CallableBond method) (fuggers_py.bonds.FixedBond method) (fuggers_py.bonds.FloatingRateNote method) (fuggers_py.bonds.SinkingFundBond method) (fuggers_py.bonds.TipsBond method) (fuggers_py.bonds.ZeroCouponBond method) from_bond() (fuggers_py.bonds.RiskMetrics class method) from_portfolios() (fuggers_py.portfolio.AggregatedAttribution class method) from_projected_cashflows() (fuggers_py.bonds.RiskMetrics class method) from_rates() (fuggers_py.rates.IndexFixingStore class method) from_reference() (fuggers_py.rates.DeliverableBond class method) (fuggers_py.rates.GovernmentBondFuture class method) from_results() (fuggers_py.portfolio.StressSummary class method) from_tenor_shifts() (fuggers_py.portfolio.KeyRateShiftScenario class method) fuggers_py.bonds module fuggers_py.credit module fuggers_py.funding module fuggers_py.inflation module fuggers_py.portfolio module fuggers_py.rates module fuggers_py.vol_surfaces module funding_component (fuggers_py.rates.AssetSwapPricingResult attribute) funding_component() (fuggers_py.rates.AssetSwapPricer method) FundingSpreadOverlayResult (class in fuggers_py.bonds) future_cashflows() (fuggers_py.bonds.CashFlowGenerator static method) future_entries() (fuggers_py.bonds.CallSchedule method) futures_option() (fuggers_py.rates.BachelierPricer method) (fuggers_py.rates.Black76Pricer method) FuturesOption (class in fuggers_py.rates) FxForwardQuote (class in fuggers_py.rates) G g_spread() (in module fuggers_py.bonds) g_spread_bps() (in module fuggers_py.bonds) g_spread_with_benchmark() (in module fuggers_py.bonds) g_spread_with_benchmark_bps() (in module fuggers_py.bonds) generate() (fuggers_py.bonds.Schedule class method) (fuggers_py.rates.ScheduleDefinition method) german_bund() (fuggers_py.bonds.Sovereign class method) get() (fuggers_py.portfolio.ActiveWeights method) get_bond_reference() (fuggers_py.bonds.ReferenceDataProvider method) get_deliverable() (fuggers_py.rates.DeliverableBasket method) get_etf_holdings() (fuggers_py.bonds.ReferenceDataProvider method) get_fixing() (fuggers_py.rates.IndexFixingStore method) get_issuer_reference() (fuggers_py.bonds.ReferenceDataProvider method) get_range() (fuggers_py.rates.IndexFixingStore method) get_rate() (fuggers_py.rates.IndexFixingStore method) get_rating() (fuggers_py.bonds.ReferenceDataProvider method) get_volatility_surface() (fuggers_py.vol_surfaces.InMemoryVolatilitySource method) GovernmentBenchmark (class in fuggers_py.bonds) GovernmentBondFuture (class in fuggers_py.rates) GovernmentCurve (class in fuggers_py.bonds) GQDSecuredUnsecuredBasisModel (class in fuggers_py.bonds) GSpreadCalculator (class in fuggers_py.bonds) H haircut_adjustment_breakdown() (in module fuggers_py.bonds) haircut_spread_adjustment() (in module fuggers_py.bonds) HaircutAdjustmentBreakdown (class in fuggers_py.bonds) HaircutQuote (class in fuggers_py.funding) HaircutSpreadAdjustment (class in fuggers_py.bonds) has_index() (fuggers_py.rates.IndexFixingStore method) HasExpiry (class in fuggers_py.rates) HasOptionType (class in fuggers_py.rates) HasUnderlyingInstrument (class in fuggers_py.rates) HedgeDirection (class in fuggers_py.bonds) HedgeRecommendation (class in fuggers_py.bonds) history() (fuggers_py.rates.IndexFixingStore method) Holding (class in fuggers_py.portfolio) holding_count (fuggers_py.portfolio.BucketResult attribute) HoldingAnalytics (class in fuggers_py.portfolio) HoldingAttribution (class in fuggers_py.portfolio) HoldingBuilder (class in fuggers_py.portfolio) HoldingContribution (class in fuggers_py.portfolio) holdings() (fuggers_py.portfolio.Portfolio method) HullWhiteModel (class in fuggers_py.bonds) HullWhiteOptionPricer (class in fuggers_py.rates) I i_spread() (in module fuggers_py.bonds) i_spread_bps() (in module fuggers_py.bonds) IdentifierError identifiers() (fuggers_py.bonds.Bond method) (fuggers_py.bonds.CallableBond method) (fuggers_py.bonds.FixedBond method) (fuggers_py.bonds.FloatingRateNote method) (fuggers_py.bonds.SinkingFundBond method) (fuggers_py.bonds.TipsBond method) (fuggers_py.bonds.ZeroCouponBond method) index() (fuggers_py.bonds.FloatingCouponBond method) index_ratio() (fuggers_py.bonds.TipsBond method) IndexConventions (class in fuggers_py.rates) IndexFixing (class in fuggers_py.rates) IndexFixingStore (class in fuggers_py.rates) IndexSource (class in fuggers_py.rates) indices() (fuggers_py.rates.IndexFixingStore method) inflation_index_type() (fuggers_py.bonds.InflationLinkedBond method) InflationConvention (class in fuggers_py.inflation) InflationError InflationFixing (class in fuggers_py.inflation) InflationIndexDefinition (in module fuggers_py.inflation) InflationInterpolation (class in fuggers_py.inflation) InflationLinkedBond (class in fuggers_py.bonds) InflationProjection (class in fuggers_py.inflation) InflationSwapPricer (class in fuggers_py.inflation) InMemoryInflationFixingSource (class in fuggers_py.inflation) InMemoryVolatilitySource (class in fuggers_py.vol_surfaces) instrument_id (fuggers_py.bonds.BondQuote property) (fuggers_py.bonds.CallableBond property) (fuggers_py.rates.FxForwardQuote property) instrument_ids() (fuggers_py.rates.DeliverableBasket method) InterestRateSwap (in module fuggers_py.rates) interpolated() (fuggers_py.bonds.BenchmarkSpec class method) interpolated_yield() (fuggers_py.bonds.GovernmentCurve method) InvalidBondSpec InvalidIdentifier InvalidInput InvalidObservationLag InvalidSettlement investable_holdings() (fuggers_py.portfolio.Portfolio method) invoice_amount() (in module fuggers_py.rates) irregular_period() (fuggers_py.bonds.AccruedInterestCalculator static method) is_callable_on() (fuggers_py.bonds.CallableBond method) is_coupon() (fuggers_py.bonds.BondCashFlow method) is_discount (fuggers_py.portfolio.PremiumDiscountStats property) is_discount() (fuggers_py.portfolio.EtfNavMetrics method) is_exercisable_on() (fuggers_py.bonds.CallEntry method) is_premium (fuggers_py.portfolio.PremiumDiscountStats property) is_premium() (fuggers_py.portfolio.EtfNavMetrics method) is_principal() (fuggers_py.bonds.BondCashFlow method) is_protected() (fuggers_py.bonds.CallSchedule method) is_putable_on() (fuggers_py.bonds.CallableBond method) is_short_dated() (fuggers_py.bonds.ShortDateCalculator method) ISpreadCalculator (class in fuggers_py.bonds) issue_date() (fuggers_py.bonds.Bond method) (fuggers_py.bonds.CallableBond method) (fuggers_py.bonds.FixedBond method) (fuggers_py.bonds.FloatingRateNote method) (fuggers_py.bonds.SinkingFundBond method) (fuggers_py.bonds.TipsBond method) (fuggers_py.bonds.ZeroCouponBond method) IssuerReferenceData (class in fuggers_py.bonds) IssuerReferenceSource (class in fuggers_py.bonds) IssuerType (class in fuggers_py.bonds) items() (fuggers_py.portfolio.ActiveWeights method) (fuggers_py.portfolio.LiquidityDistribution method) (fuggers_py.portfolio.SectorAttribution method) K key_rate_risk() (in module fuggers_py.rates) key_rate_shift_impact() (in module fuggers_py.portfolio) key_rate_shift_result() (in module fuggers_py.portfolio) KeyRateDuration (class in fuggers_py.bonds) KeyRateDurationCalculator (class in fuggers_py.bonds) KeyRateDurations (class in fuggers_py.bonds) KeyRateProfile (class in fuggers_py.portfolio) KeyRateShiftScenario (class in fuggers_py.portfolio) keys() (fuggers_py.portfolio.ActiveWeights method) (fuggers_py.portfolio.LiquidityDistribution method) (fuggers_py.portfolio.SectorAttribution method) kind (fuggers_py.bonds.BenchmarkSpec attribute) L label (fuggers_py.portfolio.BucketResult attribute) largest_active_positions() (fuggers_py.portfolio.PortfolioBenchmark method) last_fixing_before() (fuggers_py.rates.IndexFixingStore method) linker_swap_parity_check() (in module fuggers_py.inflation) LinkerSwapParityCheck (class in fuggers_py.inflation) liquidity_distribution() (in module fuggers_py.portfolio) LiquidityBucket (class in fuggers_py.portfolio) LiquidityDistribution (class in fuggers_py.portfolio) LiquidityMetrics (class in fuggers_py.portfolio) load_monthly_cpi_fixings_csv() (in module fuggers_py.inflation) load_monthly_cpi_fixings_json() (in module fuggers_py.inflation) load_treasury_auctioned_tips_csv() (in module fuggers_py.inflation) load_treasury_auctioned_tips_json() (in module fuggers_py.inflation) LockoutDays (class in fuggers_py.rates) LookbackDays (class in fuggers_py.rates) lookup_names() (fuggers_py.inflation.InflationConvention method) M market_price (fuggers_py.portfolio.Holding property) market_value (fuggers_py.portfolio.BucketResult attribute) market_value() (fuggers_py.portfolio.CashPosition method) market_value_amount (fuggers_py.portfolio.Holding property) maturity_date() (fuggers_py.bonds.Bond method) (fuggers_py.bonds.CallableBond method) (fuggers_py.bonds.FixedBond method) (fuggers_py.bonds.FloatingRateNote method) (fuggers_py.bonds.SinkingFundBond method) (fuggers_py.bonds.TipsBond method) (fuggers_py.bonds.ZeroCouponBond method) (fuggers_py.rates.AssetSwap method) MaturityBucket (class in fuggers_py.portfolio) MaturityDistribution (class in fuggers_py.portfolio) max_date() (fuggers_py.bonds.Bond method) metrics() (fuggers_py.portfolio.PortfolioAnalytics method) MigrationRisk (class in fuggers_py.portfolio) MissingInflationFixing MissingRequiredField modified_duration() (fuggers_py.bonds.BondAnalytics method) (fuggers_py.bonds.YasAnalysis method) module fuggers_py.bonds fuggers_py.credit fuggers_py.funding fuggers_py.inflation fuggers_py.portfolio fuggers_py.rates fuggers_py.vol_surfaces money_market_yield() (in module fuggers_py.bonds) money_market_yield_with_horizon() (in module fuggers_py.bonds) N name() (fuggers_py.portfolio.Holding method) NavBreakdown (class in fuggers_py.portfolio) nearest() (fuggers_py.bonds.BenchmarkSpec class method) nearest_benchmark() (fuggers_py.bonds.GovernmentCurve method) net_active_weight (fuggers_py.portfolio.ActiveWeights property) new() (fuggers_py.bonds.BinomialTree class method) (fuggers_py.bonds.CallSchedule class method) (fuggers_py.bonds.FixedBond class method) (fuggers_py.bonds.ShortDateCalculator class method) (fuggers_py.bonds.SinkingFundBond class method) (fuggers_py.bonds.SinkingFundSchedule class method) (fuggers_py.portfolio.Portfolio class method) next_call() (fuggers_py.bonds.CallableBond method) next_coupon_date() (fuggers_py.bonds.Bond method) next_put() (fuggers_py.bonds.CallableBond method) node_rate() (fuggers_py.bonds.HullWhiteModel method) nominal_real_yield_basis() (in module fuggers_py.inflation) nominal_real_yield_spread() (in module fuggers_py.inflation) normalized_annuity (fuggers_py.rates.AssetSwapBreakdown attribute) notional() (fuggers_py.bonds.Bond method) (fuggers_py.bonds.CallableBond method) (fuggers_py.bonds.FixedBond method) (fuggers_py.bonds.FloatingRateNote method) (fuggers_py.bonds.SinkingFundBond method) (fuggers_py.bonds.TipsBond method) (fuggers_py.bonds.ZeroCouponBond method) O OASCalculator (class in fuggers_py.bonds) observation_shift_days (fuggers_py.rates.IndexConventions property) observation_shift_type (fuggers_py.rates.IndexConventions property) ObservationShiftType (class in fuggers_py.rates) Ois (class in fuggers_py.rates) option_type() (fuggers_py.rates.CapFloor method) (fuggers_py.rates.CapFloorType method) (fuggers_py.rates.HasOptionType method) (fuggers_py.rates.Swaption method) option_value() (fuggers_py.bonds.OASCalculator method) optionlet_periods() (fuggers_py.rates.CapFloor method) OvernightCompounding (class in fuggers_py.rates) OvernightIndexedSwap (in module fuggers_py.rates) overweight_underweight_counts() (fuggers_py.portfolio.PortfolioBenchmark method) P par_amount (fuggers_py.portfolio.Holding property) par_rate() (fuggers_py.rates.SwapPricer method) par_spread (fuggers_py.rates.AssetSwapPricingResult attribute) par_spread() (fuggers_py.rates.AssetSwapPricer method) (fuggers_py.rates.BasisSwapPricer method) (fuggers_py.rates.CrossCurrencyBasisSwapPricer method) parallel_shift() (fuggers_py.portfolio.Stress method) parallel_shift_impact() (in module fuggers_py.portfolio) ParParAssetSwap (class in fuggers_py.bonds) parse() (fuggers_py.rates.CapFloorType class method) parse_bls_cpi_json() (in module fuggers_py.inflation) parse_fred_cpi_csv() (in module fuggers_py.inflation) parse_monthly_cpi_fixings_csv() (in module fuggers_py.inflation) parse_monthly_cpi_fixings_json() (in module fuggers_py.inflation) parse_treasury_auctioned_tips_csv() (in module fuggers_py.inflation) parse_treasury_auctioned_tips_json() (in module fuggers_py.inflation) partial_dv01s() (in module fuggers_py.portfolio) passed (fuggers_py.portfolio.EtfComplianceReport property) pay_leg_pv() (fuggers_py.rates.BasisSwapPricer method) (fuggers_py.rates.CrossCurrencyBasisSwapPricer method) pay_periods() (fuggers_py.rates.BasisSwap method) (fuggers_py.rates.CrossCurrencyBasisSwap method) pay_receive (fuggers_py.rates.Fra attribute) payment_date (fuggers_py.rates.AccrualPeriod attribute) penultimate_date() (fuggers_py.bonds.ScheduleConfig method) period_coupon() (fuggers_py.bonds.FloatingRateNote method) Portfolio (class in fuggers_py.portfolio) portfolio_weights (fuggers_py.portfolio.ActiveWeights property) PortfolioAnalytics (class in fuggers_py.portfolio) PortfolioAnalyzer (class in fuggers_py.portfolio) PortfolioAttribution (class in fuggers_py.portfolio) PortfolioBenchmark (class in fuggers_py.portfolio) PortfolioBuilder (class in fuggers_py.portfolio) PortfolioMetrics (class in fuggers_py.portfolio) PortfolioPosition (class in fuggers_py.portfolio) PortfolioRisk (class in fuggers_py.bonds) Position (class in fuggers_py.bonds) (in module fuggers_py.portfolio) position_metrics() (fuggers_py.portfolio.PortfolioAnalytics method) PositionAnalytics (in module fuggers_py.portfolio) positions (fuggers_py.portfolio.Portfolio attribute) premium_discount() (in module fuggers_py.portfolio) premium_discount_bps (fuggers_py.portfolio.EtfNavMetrics property) (fuggers_py.portfolio.PremiumDiscountPoint property) premium_discount_dollars (fuggers_py.portfolio.PremiumDiscountStats property) premium_discount_pct (fuggers_py.portfolio.EtfNavMetrics property) (fuggers_py.portfolio.PremiumDiscountPoint property) premium_discount_stats() (in module fuggers_py.portfolio) PremiumDiscountPoint (class in fuggers_py.portfolio) PremiumDiscountStats (class in fuggers_py.portfolio) present_value (fuggers_py.bonds.PriceResult property) (fuggers_py.rates.AssetSwapPricingResult attribute) present_value_from_real_yield() (fuggers_py.bonds.TipsPricer method) previous_coupon_date() (fuggers_py.bonds.Bond method) price() (fuggers_py.bonds.BondOption method) (fuggers_py.portfolio.EtfPricer method) (fuggers_py.rates.AssetSwapPricer method) (fuggers_py.rates.BasisSwapPricer method) (fuggers_py.rates.CrossCurrencyBasisSwapPricer method) (fuggers_py.rates.FraPricer method) (fuggers_py.rates.SwapPricer method) price_cashflows() (fuggers_py.bonds.BinomialTree method) price_from_curve() (fuggers_py.bonds.BondPricer method) price_from_real_yield() (fuggers_py.bonds.TipsPricer method) price_from_yield() (fuggers_py.bonds.BondAnalytics method) (fuggers_py.bonds.BondPricer method) (fuggers_py.rates.DeliverableBond method) price_with_dm() (fuggers_py.bonds.DiscountMarginCalculator method) price_with_oas() (fuggers_py.bonds.OASCalculator method) price_with_yield_shift() (fuggers_py.rates.DeliverableBond method) PriceResult (class in fuggers_py.bonds) PricingError principal_amount (fuggers_py.bonds.SettlementInvoice attribute) principal_exchange_pv() (fuggers_py.rates.CrossCurrencyBasisSwapPricer method) ProceedsAssetSwap (class in fuggers_py.bonds) projected_cash_flows() (fuggers_py.bonds.FloatingRateNote method) (fuggers_py.bonds.TipsBond method) projected_coupon_cash_flows() (fuggers_py.bonds.TipsBond method) ProtectionSide (class in fuggers_py.credit) PublicationTime (class in fuggers_py.rates) put_schedule() (fuggers_py.bonds.CallableBond method) pv() (fuggers_py.rates.AssetSwapPricer method) (fuggers_py.rates.BasisSwapPricer method) (fuggers_py.rates.CrossCurrencyBasisSwapPricer method) (fuggers_py.rates.FraPricer method) (fuggers_py.rates.SwapPricer method) pv01 (fuggers_py.bonds.RiskMetrics property) Q QualityTiers (class in fuggers_py.portfolio) quoted_leg_spec() (fuggers_py.rates.BasisSwap method) (fuggers_py.rates.CrossCurrencyBasisSwap method) quoted_spread (fuggers_py.rates.AssetSwap attribute) (fuggers_py.rates.AssetSwapBreakdown attribute) quoted_spread() (fuggers_py.bonds.FloatingCouponBond method) (fuggers_py.bonds.FloatingRateNote method) quoted_value() (fuggers_py.credit.CdsQuote method) (fuggers_py.funding.HaircutQuote method) (fuggers_py.funding.RepoQuote method) (fuggers_py.rates.BasisSwapQuote method) (fuggers_py.rates.BondFutureQuote method) (fuggers_py.rates.FxForwardQuote method) (fuggers_py.rates.SwapQuote method) R rate_for_period() (fuggers_py.rates.BondIndex method) (fuggers_py.rates.IndexFixingStore method) rate_index() (fuggers_py.bonds.FloatingRateTerms method) (fuggers_py.rates.FloatingLegSpec method) (fuggers_py.rates.Fra method) rate_shock_impact() (in module fuggers_py.portfolio) RateIndex (class in fuggers_py.bonds) RateScenario (in module fuggers_py.portfolio) RateShockScenario (class in fuggers_py.portfolio) rating_active_weights (fuggers_py.portfolio.BenchmarkComparison property) RatingBucket (class in fuggers_py.portfolio) RatingComparison (class in fuggers_py.portfolio) RatingDistribution (class in fuggers_py.portfolio) RatingInfo (class in fuggers_py.bonds) (class in fuggers_py.portfolio) RatingRecord (class in fuggers_py.bonds) RatingSource (class in fuggers_py.bonds) real_yield_from_clean_price() (fuggers_py.bonds.TipsPricer method) receive_leg_pv() (fuggers_py.rates.BasisSwapPricer method) (fuggers_py.rates.CrossCurrencyBasisSwapPricer method) receive_periods() (fuggers_py.rates.BasisSwap method) (fuggers_py.rates.CrossCurrencyBasisSwap method) reference() (fuggers_py.rates.DeliverableBond method) reference_cpi() (fuggers_py.bonds.TipsBond method) (in module fuggers_py.inflation) reference_index_ratio() (in module fuggers_py.inflation) reference_rate_decomposition() (in module fuggers_py.bonds) reference_rates (fuggers_py.rates.AssetSwapBreakdown attribute) ReferenceDataProvider (class in fuggers_py.bonds) ReferenceRateBreakdown (class in fuggers_py.bonds) RepoQuote (class in fuggers_py.funding) RepoReferenceData (class in fuggers_py.funding) RepoTrade (class in fuggers_py.funding) required_fixing_dates() (fuggers_py.bonds.FloatingRateNote method) (fuggers_py.rates.OvernightCompounding method) resolved_delivery_date() (fuggers_py.rates.GovernmentBondFuture method) resolved_settlement_date() (fuggers_py.bonds.BondQuote method) RisingStarRisk (class in fuggers_py.portfolio) risk_metrics() (fuggers_py.bonds.BondAnalytics method) risk_metrics_from_real_yield() (fuggers_py.bonds.TipsPricer method) RiskComparison (class in fuggers_py.portfolio) RiskFreeProxyBreakdown (class in fuggers_py.credit) RiskMetrics (class in fuggers_py.bonds) (class in fuggers_py.portfolio) risky_pv01() (in module fuggers_py.credit) roll_forward_method() (fuggers_py.bonds.ShortDateCalculator method) RollForwardMethod (class in fuggers_py.bonds) rules() (fuggers_py.bonds.Bond method) (fuggers_py.bonds.CallableBond method) (fuggers_py.bonds.FixedBond method) (fuggers_py.bonds.FloatingRateNote method) (fuggers_py.bonds.SinkingFundBond method) (fuggers_py.bonds.TipsBond method) (fuggers_py.bonds.ZeroCouponBond method) (fuggers_py.rates.DeliverableBond method) run_stress_scenario() (in module fuggers_py.portfolio) run_stress_scenarios() (in module fuggers_py.portfolio) S SameCurrencyBasisSwap (in module fuggers_py.rates) scenario_count (fuggers_py.portfolio.StressSummary property) scenario_name (fuggers_py.portfolio.StressResult attribute) Schedule (class in fuggers_py.bonds) ScheduleConfig (class in fuggers_py.bonds) ScheduleDefinition (class in fuggers_py.rates) ScheduleError score() (fuggers_py.bonds.CreditRating method) (fuggers_py.portfolio.CreditRating method) Sector (class in fuggers_py.bonds) (class in fuggers_py.portfolio) sector_active_weights (fuggers_py.portfolio.BenchmarkComparison property) SectorAttribution (class in fuggers_py.portfolio) SectorComparison (class in fuggers_py.portfolio) SectorDistribution (class in fuggers_py.portfolio) SectorInfo (class in fuggers_py.bonds) (class in fuggers_py.portfolio) secured_unsecured_overnight_basis() (in module fuggers_py.bonds) SecuredUnsecuredBasisModel (class in fuggers_py.bonds) security_count (fuggers_py.portfolio.BasketAnalysis property) SecurityId (class in fuggers_py.bonds) SecYield (class in fuggers_py.portfolio) SecYieldInput (class in fuggers_py.portfolio) Seniority (class in fuggers_py.bonds) (class in fuggers_py.portfolio) SeniorityInfo (class in fuggers_py.bonds) (class in fuggers_py.portfolio) settlement_adjustment() (in module fuggers_py.bonds) settlement_amount (fuggers_py.bonds.SettlementInvoice attribute) settlement_date (fuggers_py.bonds.SettlementInvoice attribute) (fuggers_py.rates.AssetSwap attribute) settlement_date() (fuggers_py.bonds.SettlementCalculator method) SettlementCalculator (class in fuggers_py.bonds) SettlementError SettlementInvoice (class in fuggers_py.bonds) SettlementInvoiceBuilder (class in fuggers_py.bonds) shadow_cost_adjustment_breakdown() (in module fuggers_py.bonds) shadow_cost_spread_adjustment() (in module fuggers_py.bonds) ShadowCostAdjustmentBreakdown (class in fuggers_py.bonds) ShadowCostSpreadAdjustment (class in fuggers_py.bonds) ShiftType (in module fuggers_py.rates) short_rate() (fuggers_py.bonds.HullWhiteModel method) ShortDateCalculator (class in fuggers_py.bonds) simple_average_rate() (fuggers_py.rates.OvernightCompounding method) simple_margin() (in module fuggers_py.bonds) simple_rate (fuggers_py.bonds.CompoundingConvexityBreakdown attribute) simple_to_compounded_equivalent_rate() (in module fuggers_py.bonds) simple_yield() (in module fuggers_py.bonds) simple_yield_f64() (in module fuggers_py.bonds) SinkingFundBond (class in fuggers_py.bonds) SinkingFundBondBuilder (class in fuggers_py.bonds) SinkingFundEntry (class in fuggers_py.bonds) SinkingFundPayment (in module fuggers_py.bonds) SinkingFundSchedule (class in fuggers_py.bonds) solve() (fuggers_py.bonds.YieldSolver method) Sovereign (class in fuggers_py.bonds) spread_adjustment() (fuggers_py.bonds.BaseSpreadAdjustment method) (fuggers_py.bonds.SpreadAdjustment method) spread_bps() (fuggers_py.bonds.GSpreadCalculator method) (fuggers_py.bonds.ISpreadCalculator method) spread_contribution (fuggers_py.portfolio.HoldingContribution property) spread_contributions() (in module fuggers_py.portfolio) spread_decimal() (fuggers_py.bonds.GSpreadCalculator method) (fuggers_py.bonds.ISpreadCalculator method) spread_difference_by_sector() (fuggers_py.portfolio.PortfolioBenchmark method) (in module fuggers_py.portfolio) spread_duration() (fuggers_py.bonds.DiscountMarginCalculator method) spread_dv01() (fuggers_py.bonds.DiscountMarginCalculator method) spread_pv_factor (fuggers_py.rates.AssetSwapBreakdown attribute) spread_shock_impact() (in module fuggers_py.portfolio) spread_shock_result() (in module fuggers_py.portfolio) SpreadAdjustment (class in fuggers_py.bonds) SpreadAdjustmentBreakdown (class in fuggers_py.bonds) SpreadAdjustmentSummary (class in fuggers_py.bonds) SpreadComparison (class in fuggers_py.portfolio) SpreadContributions (in module fuggers_py.portfolio) SpreadError SpreadMetrics (class in fuggers_py.portfolio) SpreadScenario (in module fuggers_py.portfolio) SpreadShockScenario (class in fuggers_py.portfolio) standard() (fuggers_py.bonds.AccruedInterestCalculator static method) standard_scenarios() (in module fuggers_py.portfolio) standard_tenors() (fuggers_py.bonds.Sovereign method) StandardCouponInflationSwap (class in fuggers_py.inflation) StandardCouponInflationSwapPeriodPricing (class in fuggers_py.inflation) StandardCouponInflationSwapPricingResult (class in fuggers_py.inflation) StandardYieldEngine (class in fuggers_py.bonds) start_date (fuggers_py.rates.AccrualPeriod attribute) street_convention_yield() (in module fuggers_py.bonds) Stress (class in fuggers_py.portfolio) stress_scenarios() (in module fuggers_py.portfolio) stressed_dirty_pv (fuggers_py.portfolio.StressResult attribute) StressResult (class in fuggers_py.portfolio) StressScenario (class in fuggers_py.portfolio) StressSummary (class in fuggers_py.portfolio) stub_type() (fuggers_py.bonds.ScheduleConfig method) summarize_results() (in module fuggers_py.portfolio) summary() (fuggers_py.bonds.BalanceSheetSpreadOverlay method) SupranationalIssuer (class in fuggers_py.bonds) swap_dv01() (in module fuggers_py.rates) SwapPricer (class in fuggers_py.rates) SwapPricingResult (class in fuggers_py.rates) SwapQuote (class in fuggers_py.rates) SwapReferenceData (class in fuggers_py.rates) Swaption (class in fuggers_py.rates) swaption() (fuggers_py.rates.BachelierPricer method) (fuggers_py.rates.Black76Pricer method) (fuggers_py.rates.HullWhiteOptionPricer method) T ten_year() (fuggers_py.bonds.BenchmarkSpec class method) tenor (fuggers_py.bonds.BenchmarkSpec attribute) tenor_shifts (fuggers_py.portfolio.KeyRateShiftScenario property) TenorShift (class in fuggers_py.portfolio) tick_value() (fuggers_py.rates.GovernmentBondFuture method) tips_bond_from_treasury_auction_row() (in module fuggers_py.inflation) TipsBond (class in fuggers_py.bonds) TipsPricer (class in fuggers_py.bonds) to_amortization() (fuggers_py.bonds.SinkingFundSchedule method) to_bond() (fuggers_py.rates.DeliverableBond method) to_dict() (fuggers_py.portfolio.ActiveWeights method) to_instrument() (fuggers_py.bonds.BondReferenceData method) top_contributors() (in module fuggers_py.portfolio) total_active (fuggers_py.portfolio.SectorAttribution property) total_cs01() (in module fuggers_py.portfolio) total_dirty_pv (fuggers_py.portfolio.LiquidityDistribution property) total_dv01 (fuggers_py.portfolio.KeyRateProfile property) total_dv01() (in module fuggers_py.portfolio) total_market_value() (fuggers_py.portfolio.Portfolio method) total_quantity() (fuggers_py.portfolio.Portfolio method) total_weight (fuggers_py.portfolio.LiquidityDistribution property) tracking_error_estimate() (fuggers_py.portfolio.PortfolioBenchmark method) TrackingErrorEstimate (class in fuggers_py.portfolio) treasury_cpi_source_from_fixings() (in module fuggers_py.inflation) TreasuryAuctionedTipsRow (class in fuggers_py.inflation) true_yield() (in module fuggers_py.bonds) U uk_gilt() (fuggers_py.bonds.GovernmentCurve class method) (fuggers_py.bonds.Sovereign class method) underlying (fuggers_py.rates.FuturesOption property) (fuggers_py.rates.HasUnderlyingInstrument property) (fuggers_py.rates.Swaption property) UnsupportedInflationInterpolation us_treasury() (fuggers_py.bonds.GovernmentCurve class method) (fuggers_py.bonds.Sovereign class method) use_money_market_below() (fuggers_py.bonds.ShortDateCalculator method) uses_forward_generation() (fuggers_py.bonds.ScheduleConfig method) utilization_ratio() (in module fuggers_py.bonds) V validate_bloomberg() (fuggers_py.bonds.YASCalculator method) ValidationFailure (class in fuggers_py.bonds) value (fuggers_py.portfolio.ActiveWeight property) (fuggers_py.portfolio.BucketContribution property) value_lattice() (fuggers_py.bonds.BinomialTree method) values() (fuggers_py.portfolio.ActiveWeights method) (fuggers_py.portfolio.LiquidityDistribution method) (fuggers_py.portfolio.SectorAttribution method) VaRMethod (class in fuggers_py.bonds) VaRResult (class in fuggers_py.bonds) VolatilitySource (class in fuggers_py.vol_surfaces) VolatilitySurface (class in fuggers_py.vol_surfaces) VolPoint (class in fuggers_py.vol_surfaces) VolQuoteType (class in fuggers_py.vol_surfaces) VolSurfaceSourceType (class in fuggers_py.vol_surfaces) VolSurfaceType (class in fuggers_py.vol_surfaces) W weight (fuggers_py.portfolio.BucketResult attribute) (fuggers_py.portfolio.FallenAngelRisk property) (fuggers_py.portfolio.RisingStarRisk property) weight_in_portfolio() (fuggers_py.portfolio.Holding method) weighted_asw() (in module fuggers_py.portfolio) weighted_best_duration() (in module fuggers_py.portfolio) weighted_best_spread() (in module fuggers_py.portfolio) weighted_best_yield() (in module fuggers_py.portfolio) weighted_bid_ask_spread() (in module fuggers_py.portfolio) weighted_convexity() (in module fuggers_py.portfolio) weighted_current_yield() (in module fuggers_py.portfolio) weighted_duration() (in module fuggers_py.portfolio) weighted_effective_convexity() (in module fuggers_py.portfolio) weighted_effective_duration() (in module fuggers_py.portfolio) weighted_g_spread() (in module fuggers_py.portfolio) weighted_i_spread() (in module fuggers_py.portfolio) weighted_liquidity_score() (in module fuggers_py.portfolio) weighted_macaulay_duration() (in module fuggers_py.portfolio) weighted_modified_duration() (in module fuggers_py.portfolio) weighted_oas() (in module fuggers_py.portfolio) weighted_spread_duration() (in module fuggers_py.portfolio) weighted_spreads() (in module fuggers_py.portfolio) weighted_ytc() (in module fuggers_py.portfolio) weighted_ytm() (in module fuggers_py.portfolio) weighted_ytw() (in module fuggers_py.portfolio) weighted_z_spread() (in module fuggers_py.portfolio) WeightingMethod (class in fuggers_py.portfolio) with_accrued_interest() (fuggers_py.portfolio.HoldingBuilder method) with_analytics() (fuggers_py.portfolio.HoldingBuilder method) with_classification() (fuggers_py.portfolio.HoldingBuilder method) with_clean_price() (fuggers_py.portfolio.HoldingBuilder method) with_currency() (fuggers_py.portfolio.PortfolioBuilder method) with_fx_rate() (fuggers_py.portfolio.HoldingBuilder method) with_id() (fuggers_py.portfolio.HoldingBuilder method) with_instrument() (fuggers_py.portfolio.HoldingBuilder method) with_label() (fuggers_py.portfolio.HoldingBuilder method) with_liquidity_score() (fuggers_py.portfolio.HoldingBuilder method) with_market_price() (fuggers_py.portfolio.HoldingBuilder method) with_market_value() (fuggers_py.portfolio.HoldingBuilder method) with_par_amount() (fuggers_py.portfolio.HoldingBuilder method) with_quantity() (fuggers_py.portfolio.HoldingBuilder method) with_rating_info() (fuggers_py.portfolio.HoldingBuilder method) with_sector_info() (fuggers_py.portfolio.HoldingBuilder method) with_seniority_info() (fuggers_py.portfolio.HoldingBuilder method) workout_dates() (fuggers_py.bonds.CallableBond method) worst_case() (fuggers_py.portfolio.StressSummary method) (in module fuggers_py.portfolio) worst_loss (fuggers_py.portfolio.StressSummary property) Y YasAnalysis (class in fuggers_py.bonds) YasAnalysisBuilder (class in fuggers_py.bonds) YASCalculator (class in fuggers_py.bonds) YASResult (in module fuggers_py.bonds) year_fraction (fuggers_py.bonds.CompoundingConvexityBreakdown attribute) (fuggers_py.rates.AccrualPeriod attribute) year_fraction() (fuggers_py.rates.Fra method) yield_after_expenses (fuggers_py.portfolio.ExpenseMetrics property) yield_before_expenses (fuggers_py.portfolio.ExpenseMetrics property) yield_for_date() (fuggers_py.bonds.GovernmentCurve method) yield_for_tenor() (fuggers_py.bonds.GovernmentCurve method) yield_from_price() (fuggers_py.bonds.BondAnalytics method) (fuggers_py.bonds.BondPricer method) (fuggers_py.bonds.StandardYieldEngine method) yield_pct (fuggers_py.portfolio.DistributionYield property) yield_to_average_life() (fuggers_py.bonds.SinkingFundBond method) yield_to_call() (fuggers_py.bonds.CallableBond method) yield_to_first_call() (fuggers_py.bonds.CallableBond method) yield_to_first_put() (fuggers_py.bonds.CallableBond method) yield_to_first_workout() (fuggers_py.bonds.CallableBond method) yield_to_maturity() (fuggers_py.bonds.BondPricer method) (fuggers_py.bonds.CallableBond method) (fuggers_py.rates.DeliverableBond method) yield_to_put() (fuggers_py.bonds.CallableBond method) yield_to_worst() (fuggers_py.bonds.CallableBond method) YieldComparison (class in fuggers_py.portfolio) YieldConvergenceFailed YieldEngine (class in fuggers_py.bonds) YieldEngineResult (class in fuggers_py.bonds) YieldMetrics (class in fuggers_py.portfolio) YieldResult (class in fuggers_py.bonds) YieldSolver (class in fuggers_py.bonds) YieldSolverError Z z_discount_margin() (in module fuggers_py.bonds) z_spread() (in module fuggers_py.bonds) z_spread_from_curve() (in module fuggers_py.bonds) ZeroCouponBond (class in fuggers_py.bonds) ZeroCouponInflationSwap (class in fuggers_py.inflation) ZeroCouponInflationSwapPricingResult (class in fuggers_py.inflation)