The Swashbuckler rogue's Fancy Footwork feature says (SCAG, p. 135; XGtE, p. 47):
During your turn, if you make a melee attack against a creature, that creature can't make opportunity attacks against you for the rest of your turn.
It doesn't specify whether the attack has to hit; it just requires that you "make" the attack.
Yet other similar abilities, such as the third benefit of the Mobile feat, specifically say "whether you hit or not" (PHB, p. 168; emphasis mine):
You are exceptionally speedy and agile. You gain the following benefits:
[...]
- When you make a melee attack against a creature, you don’t provoke opportunity attacks from that creature for the rest of the turn, whether you hit or not.
If the Swashbuckler's attack misses a creature, does Fancy Footwork still prevent the creature from making an opportunity attack at the Swashbuckler?