quantlib.indexes.ibor.usdlibor.USDLibor

class USDLibor(Period tenor, YieldTermStructure ts=YieldTermStructure())

Bases: Libor

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
add_fixing(self, Date fixingDate, ...)
add_fixings(self, list dates, list values, ...)
clear_fixings(self)
fixing(self, Date fixingDate, ...)
fixing_date(self, Date valueDate)
forecast_fixing(self, Date fixing_date)
from_name(market[, term_structure])	Create default IBOR for the market, modify attributes if provided
is_valid_fixing_date(self, Date fixing_date)
maturity_date(self, Date valueDate)
value_date(self, Date fixingDate)

Attributes

business_day_convention
currency
day_counter
end_of_month
family_name
fixing_calendar	the calendar defining valid fixing dates
fixing_days
forwarding_term_structure
joint_calendar
name	the name of the index
tenor
time_series	the fixing TimeSeries