Vanilla Swap

import QuantLib as ql

Create a relinkable yield term structure handle and build a curve

yts = ql.RelinkableYieldTermStructureHandle()

instruments = [
    ('depo', '6M', 0.025),
    ('swap', '1Y', 0.031),
    ('swap', '2Y', 0.032),
    ('swap', '3Y', 0.035)
]

helpers = ql.RateHelperVector()
index = ql.Euribor6M(yts)
for instrument, tenor, rate in instruments:
    if instrument == 'depo':
        helpers.append( ql.DepositRateHelper(rate, index) )
    if instrument == 'fra':
        monthsToStart = ql.Period(tenor).length()
        helpers.append( ql.FraRateHelper(rate, monthsToStart, index) )
    if instrument == 'swap':
        swapIndex = ql.EuriborSwapIsdaFixA(ql.Period(tenor))
        helpers.append( ql.SwapRateHelper(rate, swapIndex))
curve = ql.PiecewiseLogCubicDiscount(2, ql.TARGET(), helpers, ql.Actual365Fixed())

Link the built curve to the relinkable yield term structure handle and build a swap pricing engine

yts.linkTo(curve)
engine = ql.DiscountingSwapEngine(yts)

Build a vanilla swap and provide a pricing engine

tenor = ql.Period('2y')
fixedRate = 0.05
forwardStart = ql.Period("2D")

swap = ql.MakeVanillaSwap(tenor, index, fixedRate, forwardStart, Nominal=10e6, pricingEngine=engine)

Get the fair rate and NPV

fairRate = swap.fairRate()
npv = swap.NPV()

print(f"Fair swap rate: {fairRate:.3%}")
print(f"Swap NPV: {npv:,.3f}")

Fair swap rate: 3.205%
Swap NPV: -343,527.872

import pandas as pd
pd.options.display.float_format = "{:,.2f}".format

cashflows = pd.DataFrame({
    'date': cf.date(),
    'amount': cf.amount()
    } for cf in swap.leg(1))
display(cashflows)

	date	amount
0	January 19th, 2024	128,288.65
1	July 19th, 2024	180,166.24
2	January 20th, 2025	166,690.49
3	July 21st, 2025	162,876.45

cashflows = pd.DataFrame({
    'nominal': cf.nominal(),
    'accrualStartDate': cf.accrualStartDate().ISO(),
    'accrualEndDate': cf.accrualEndDate().ISO(),
    'rate': cf.rate(),
    'amount': cf.amount()
    } for cf in map(ql.as_coupon, swap.leg(1)))
display(cashflows)

	nominal	accrualStartDate	accrualEndDate	rate	amount
0	10,000,000.00	2023-07-19	2024-01-19	0.03	128,288.65
1	10,000,000.00	2024-01-19	2024-07-19	0.04	180,166.24
2	10,000,000.00	2024-07-19	2025-01-20	0.03	166,690.49
3	10,000,000.00	2025-01-20	2025-07-21	0.03	162,876.45