quantlib.indexes.ibor\_index.IborIndex
======================================

.. currentmodule:: quantlib.indexes.ibor_index

.. autoclass:: IborIndex
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


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

   
   
   .. rubric:: Attributes

   .. autosummary::

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