quantlib.indexes.swap.usd_libor_swap.UsdLiborSwapIsdaFixAm

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

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