quantlib.indexes.swap.euribor_swap.EuriborSwapIsdaFixA

class EuriborSwapIsdaFixA(Period tenor, YieldTermStructure forwarding=YieldTermStructure(), YieldTermStructure discounting=YieldTermStructure())

Bases: SwapIndex

__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)

underlying_swap(self, Date fixing_date)

value_date(self, Date fixingDate)

Attributes

currency

day_counter

discounting_term_structure

family_name

fixing_calendar

the calendar defining valid fixing dates

fixing_days

forwarding_term_structure

ibor_index

name

the name of the index

tenor

time_series

the fixing TimeSeries