quantlib.indexes.interest_rate_index.InterestRateIndex

class InterestRateIndex

Bases: Index

__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)

is_valid_fixing_date(self, Date fixing_date)

maturity_date(self, Date valueDate)

value_date(self, Date fixingDate)

Attributes

currency

day_counter

family_name

fixing_calendar

the calendar defining valid fixing dates

fixing_days

name

the name of the index

tenor

time_series

the fixing TimeSeries
fixing_date(self, Date valueDate)
forecast_fixing(self, Date fixing_date)
maturity_date(self, Date valueDate)
value_date(self, Date fixingDate)