quantlib.indexes.interest_rate_index.

InterestRateIndex

class InterestRateIndex

Bases: Index

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

Methods

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)
has_historical_fixing(self, Date d)
is_valid_fixing_date(self, Date fixing_date)
maturity_date(self, Date valueDate)
value_date(self, Date fixingDate)