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 = []