quantlib.index.

Index

class Index

Bases: object

Abstract base class for indices

Warning

this class performs no check that the provided/requested fixings are for dates in the past, i.e. for dates less than or equal to the evaluation date. It is up to the client code to take care of possible inconsistencies due to “seeing in the future”

Attributes:

fixing_calendar

the calendar defining valid fixing dates

name

the name of the index

time_series

the fixing TimeSeries

Methods

add_fixing(self, Date fixingDate, ...)
add_fixings(self, list dates, list values, ...)
clear_fixings(self)
fixing(self, Date fixingDate, ...)
has_historical_fixing(self, Date d)
is_valid_fixing_date(self, Date fixing_date)