quantlib.experimental.coupons.swap\_spread\_index.SwapSpreadIndex
=================================================================

.. currentmodule:: quantlib.experimental.coupons.swap_spread_index

.. autoclass:: SwapSpreadIndex
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


   
      ~SwapSpreadIndex.__init__
      ~SwapSpreadIndex.add_fixing
      ~SwapSpreadIndex.add_fixings
      ~SwapSpreadIndex.clear_fixings
      ~SwapSpreadIndex.fixing
      ~SwapSpreadIndex.fixing_date
      ~SwapSpreadIndex.forecast_fixing
      ~SwapSpreadIndex.is_valid_fixing_date
      ~SwapSpreadIndex.maturity_date
      ~SwapSpreadIndex.value_date
   
   

   
   
   .. rubric:: Attributes

   .. autosummary::

   
      ~SwapSpreadIndex.currency
      ~SwapSpreadIndex.day_counter
      ~SwapSpreadIndex.family_name
      ~SwapSpreadIndex.fixing_calendar
      ~SwapSpreadIndex.fixing_days
      ~SwapSpreadIndex.gearing1
      ~SwapSpreadIndex.gearing2
      ~SwapSpreadIndex.name
      ~SwapSpreadIndex.swap_index1
      ~SwapSpreadIndex.swap_index2
      ~SwapSpreadIndex.tenor
      ~SwapSpreadIndex.time_series