Module trs 

Bond total-return-swap templates — the trs group.

Two funding variants share one builder: float_funding (a projected index plus the agreed spread) and fixed_funding (the agreed spread paid as a flat fixed rate). Both default the funding leg to USD, quarterly resets, and an Act/360 funding day-count. The reference bond (by id) and the agreed funding spread are supplied at materialisation, not on the template.

Statics

TRS_TEMPLATES

Registry rows for this template group.

Functions

fixed_funding

TRS-FIXED-FUNDING template.

float_funding

TRS-FLOAT-FUNDING template.

trs_template 🔒

Builds a trs template with USD funding, quarterly resets, and an Act/360 funding day-count. name doubles as the registry code.