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Expose ZeroCouponInflationSwap::fixedLegBPS() #791

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Nov 5, 2025
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Expose ZeroCouponInflationSwap::fixedLegBPS() #791

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1 change: 1 addition & 0 deletions SWIG/inflation.i
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Original file line number Diff line number Diff line change
Expand Up @@ -934,6 +934,7 @@ class ZeroCouponInflationSwap : public Swap {
BusinessDayConvention infConvention = BusinessDayConvention());
Rate fairRate();
Real fixedLegNPV();
Real fixedLegBPS() const;
Real inflationLegNPV();
std::vector<ext::shared_ptr<CashFlow> > fixedLeg();
std::vector<ext::shared_ptr<CashFlow> > inflationLeg();
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