quantlib.indexes.swap.usd_libor_swap.

UsdLiborSwapIsdaFixAm

class UsdLiborSwapIsdaFixAm(Period tenor, HandleYieldTermStructure forwarding=HandleYieldTermStructure(), HandleYieldTermStructure discounting=None)

Bases: SwapIndex

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

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)
underlying_swap(self, Date fixing_date)
value_date(self, Date fixingDate)