*Last updated: 2023-03-16.*

# Module: tf_quant_finance.experimental.instruments

View source Instruments. ## Classes [`class AverageType`](../../tf_quant_finance/experimental/instruments/AverageType.md): Averaging types. [`class Bond`](../../tf_quant_finance/experimental/instruments/Bond.md): Represents a batch of fixed coupon bonds. [`class CMSCashflowStream`](../../tf_quant_finance/experimental/instruments/CMSCashflowStream.md): Represents a batch of cashflows indexed to a CMS rate. [`class CMSCouponSpecs`](../../tf_quant_finance/experimental/instruments/CMSCouponSpecs.md): CMSCouponSpecs data. [`class CMSSwap`](../../tf_quant_finance/experimental/instruments/CMSSwap.md): Represents a batch of CMS Swaps. [`class CapAndFloor`](../../tf_quant_finance/experimental/instruments/CapAndFloor.md): Represents a batch of Caps and/or Floors. [`class DayCountConvention`](../../tf_quant_finance/experimental/instruments/DayCountConvention.md): Day count conventions for accrual. [`class EurodollarFutures`](../../tf_quant_finance/experimental/instruments/EurodollarFutures.md): Represents a collection of Eurodollar futures contracts. [`class FixedCashflowStream`](../../tf_quant_finance/experimental/instruments/FixedCashflowStream.md): Represents a batch of fixed stream of cashflows. [`class FixedCouponSpecs`](../../tf_quant_finance/experimental/instruments/FixedCouponSpecs.md): FixedCouponSpecs data. [`class FloatCouponSpecs`](../../tf_quant_finance/experimental/instruments/FloatCouponSpecs.md): FloatCouponSpecs data. [`class FloatingCashflowStream`](../../tf_quant_finance/experimental/instruments/FloatingCashflowStream.md): Represents a batch of cashflows indexed to a floating rate. [`class FloatingRateNote`](../../tf_quant_finance/experimental/instruments/FloatingRateNote.md): Represents a batch of floating rate notes. [`class ForwardRateAgreement`](../../tf_quant_finance/experimental/instruments/ForwardRateAgreement.md): Represents a batch of Forward Rate Agreements (FRA). [`class InterestRateMarket`](../../tf_quant_finance/experimental/instruments/InterestRateMarket.md): InterestRateMarket data. [`class InterestRateModelType`](../../tf_quant_finance/experimental/instruments/InterestRateModelType.md): Models for pricing interest rate derivatives. [`class InterestRateSwap`](../../tf_quant_finance/experimental/instruments/InterestRateSwap.md): Represents a batch of Interest Rate Swaps (IRS). [`class OvernightIndexLinkedFutures`](../../tf_quant_finance/experimental/instruments/OvernightIndexLinkedFutures.md): Represents a collection of futures linked to an average of overnight rates. [`class RateCurve`](../../tf_quant_finance/experimental/instruments/RateCurve.md): Represents an interest rate curve. [`class Swaption`](../../tf_quant_finance/experimental/instruments/Swaption.md): Represents a batch of European Swaptions. ## Functions [`ratecurve_from_discounting_function(...)`](../../tf_quant_finance/experimental/instruments/ratecurve_from_discounting_function.md): Returns `RateCurve` object using the supplied function for discounting.