quantlib.indexes.swap\_index.SwapIndex
======================================

.. currentmodule:: quantlib.indexes.swap_index

.. autoclass:: SwapIndex
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


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

   
   
   .. rubric:: Attributes

   .. autosummary::

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