I want to rate IRS Swaps on an specific Valuation Date using QuantLibXL. Everything works fine besides the last Index Fixing before the Val Date. After using SwapLegAnalysis I saw that the Index Fixing Rate on the last Fixing Date is missing.

So I tried to use qlIndexAddFixing to overwrite the rate. Of course therefore I need the date of the last fixing. Is there a way to get this besides using the Leg Analysis and read it out?


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