quantlib.indexes.ibor.euribor.Euribor
=====================================

.. currentmodule:: quantlib.indexes.ibor.euribor

.. autoclass:: Euribor
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


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

   
   
   .. rubric:: Attributes

   .. autosummary::

   
      ~Euribor.business_day_convention
      ~Euribor.currency
      ~Euribor.day_counter
      ~Euribor.end_of_month
      ~Euribor.family_name
      ~Euribor.fixing_calendar
      ~Euribor.fixing_days
      ~Euribor.forwarding_term_structure
      ~Euribor.name
      ~Euribor.tenor
      ~Euribor.time_series