quantlib.indexes.swap\_index.OvernightIndexedSwapIndex
======================================================

.. currentmodule:: quantlib.indexes.swap_index

.. autoclass:: OvernightIndexedSwapIndex
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


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

   
   
   .. rubric:: Attributes

   .. autosummary::

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