quantlib.indexes.swap.usd\_libor\_swap.UsdLiborSwapIsdaFixAm
============================================================

.. currentmodule:: quantlib.indexes.swap.usd_libor_swap

.. autoclass:: UsdLiborSwapIsdaFixAm
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


   
      ~UsdLiborSwapIsdaFixAm.__init__
      ~UsdLiborSwapIsdaFixAm.add_fixing
      ~UsdLiborSwapIsdaFixAm.add_fixings
      ~UsdLiborSwapIsdaFixAm.clear_fixings
      ~UsdLiborSwapIsdaFixAm.fixing
      ~UsdLiborSwapIsdaFixAm.fixing_date
      ~UsdLiborSwapIsdaFixAm.forecast_fixing
      ~UsdLiborSwapIsdaFixAm.is_valid_fixing_date
      ~UsdLiborSwapIsdaFixAm.maturity_date
      ~UsdLiborSwapIsdaFixAm.underlying_swap
      ~UsdLiborSwapIsdaFixAm.value_date
   
   

   
   
   .. rubric:: Attributes

   .. autosummary::

   
      ~UsdLiborSwapIsdaFixAm.currency
      ~UsdLiborSwapIsdaFixAm.day_counter
      ~UsdLiborSwapIsdaFixAm.discounting_term_structure
      ~UsdLiborSwapIsdaFixAm.family_name
      ~UsdLiborSwapIsdaFixAm.fixing_calendar
      ~UsdLiborSwapIsdaFixAm.fixing_days
      ~UsdLiborSwapIsdaFixAm.forwarding_term_structure
      ~UsdLiborSwapIsdaFixAm.ibor_index
      ~UsdLiborSwapIsdaFixAm.name
      ~UsdLiborSwapIsdaFixAm.tenor
      ~UsdLiborSwapIsdaFixAm.time_series