quantlib.indexes.ibor.usdlibor.USDLibor
=======================================

.. currentmodule:: quantlib.indexes.ibor.usdlibor

.. autoclass:: USDLibor
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


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

   
   
   .. rubric:: Attributes

   .. autosummary::

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