quantlib.termstructures.yields.rate_helpers.SwapRateHelper.from_tenor

classmethod SwapRateHelper.from_tenor(cls, rate, Period tenor, Calendar calendar, Frequency fixedFrequency, BusinessDayConvention fixedConvention, DayCounter fixedDayCount, IborIndex iborIndex, Quote spread=SimpleQuote.__new__(SimpleQuote), Period fwdStart=Period(0, Days), HandleYieldTermStructure discounting_curve=HandleYieldTermStructure(), Natural settlement_days=Null[Integer](), Pillar pillar=Pillar.LastRelevantDate, Date custom_pillar_date=Date(), bool end_of_month=False)