quantlib.termstructures.yields.rate_helpers.SwapRateHelper.from_index

classmethod SwapRateHelper.from_index(cls, rate, SwapIndex index, Quote spread=SimpleQuote.__new__(SimpleQuote), Period fwdStart=Period(0, Days), HandleYieldTermStructure discounting_curve=HandleYieldTermStructure(), Pillar pillar=Pillar.LastRelevantDate, Date custom_pillar_date=Date(), bool end_of_month=False)

build a SwapRateHelper from a SwapIndex