quantlib.indexes.swap.usd_libor_swap.

UsdLiborSwapIsdaFixPm

class UsdLiborSwapIsdaFixPm(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)