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

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

.. autoclass:: UsdLiborSwapIsdaFixPm
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


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

   
   
   .. rubric:: Attributes

   .. autosummary::

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