quantlib.indexes.ibor.libor.Libor
=================================

.. currentmodule:: quantlib.indexes.ibor.libor

.. autoclass:: Libor
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


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

   
   
   .. rubric:: Attributes

   .. autosummary::

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