def __init__(self, name, market, **kwargs):
params = swap_params(market)
params = params._replace(**kwargs)
self._params = params
self._name = name
self._market = market
# floating rate index
index = IborIndex.from_name(market, **kwargs)
self._floating_rate_index = index
self._deposit_daycount = params.floating_leg_daycount
self._termstructure_daycount = 'ACT/365'
self._eval_date = None
self._quotes = None
self._termstructure = None
self._discount_term_structure = None
self._forecast_term_structure = None
self._rate_helpers = []
self._quotes = []
def __init__(self, name, market, **kwargs):
params = swap_params(market)
params = params._replace(**kwargs)
self._params = params
self._name = name
self._market = market
# floating rate index
index = IborIndex.from_name(market, **kwargs)
self._floating_rate_index = index
self._deposit_daycount = params.floating_leg_daycount
self._termstructure_daycount = 'ACT/365'
self._eval_date = None
self._quotes = None
self._termstructure = None
self._discount_term_structure = None
self._forecast_term_structure = None
self._rate_helpers = []
self._quotes = []
