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Mar 20th, 2019
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  1. from QuantLib import *
  2. index = Euribor(Period(3, Months))
  3. start = DateParser_parseISO("2019-02-22")
  4. end = DateParser_parseISO("2019-05-22")
  5. coupon = IborCoupon(end, 1.0, start, end, 2, index)
  6. fixDate = coupon.fixingDate()
  7. index.addFixing(fixDate, 0.04)
  8. print coupon.amount()
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