[Quantlib-users] Stub fixing rate

[Steve H. <war...@gm...>]

Hi all,
I would like to know does QuanLib handle the stub fixing internally?

For example, if I have a front short stub, that say 45 days, market
convention will use linear interpolated fixing rate from 1-month and
2-month fixing.

Does QuantLib handle this internally?
If yes, which part of the code handle this?
If not , how do I let model takes customized fixing?
Many Thanks.

Best Regards,
Steve