quantlib.indexes.swap.euribor_swap.EuriborSwapIsdaFixB.underlying_swap
¶
EuriborSwapIsdaFixB.
underlying_swap
(
self
,
Date
fixing_date
)
¶
Quantlib cython wrapper
Navigation
Getting started
Tutorial
User’s guide
Reference guide
Reference documentation for the
quantlib
package
How to wrap QuantLib classes with cython
Roadmap
Documentation
Related Topics
Documentation overview
Reference guide
quantlib
quantlib.indexes
quantlib.indexes.swap
quantlib.indexes.swap.euribor_swap
EuriborSwapIsdaFixB
Previous:
quantlib.indexes.swap.euribor_swap.EuriborSwapIsdaFixB.maturity_date
Next:
quantlib.indexes.swap.euribor_swap.EuriborSwapIsdaFixB.value_date
Quick search