quantlib.indexes.ibor.euribor.Euribor3M
=======================================

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

.. autoclass:: Euribor3M
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


   
      ~Euribor3M.__init__
      ~Euribor3M.add_fixing
      ~Euribor3M.add_fixings
      ~Euribor3M.clear_fixings
      ~Euribor3M.fixing
      ~Euribor3M.fixing_date
      ~Euribor3M.forecast_fixing
      ~Euribor3M.from_name
      ~Euribor3M.is_valid_fixing_date
      ~Euribor3M.maturity_date
      ~Euribor3M.value_date
   
   

   
   
   .. rubric:: Attributes

   .. autosummary::

   
      ~Euribor3M.business_day_convention
      ~Euribor3M.currency
      ~Euribor3M.day_counter
      ~Euribor3M.end_of_month
      ~Euribor3M.family_name
      ~Euribor3M.fixing_calendar
      ~Euribor3M.fixing_days
      ~Euribor3M.forwarding_term_structure
      ~Euribor3M.name
      ~Euribor3M.tenor
      ~Euribor3M.time_series