quantlib.indexes.ibor\_index.OvernightIndex
===========================================

.. currentmodule:: quantlib.indexes.ibor_index

.. autoclass:: OvernightIndex
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


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

   
   
   .. rubric:: Attributes

   .. autosummary::

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