"I'm delighted to have completed the deal," manager Gareth Southgate told the club's official website.
"As usual at this time of the year, it was a late night but Afonso brings us something different in that he is a goalscorer who does much of his best work inside the box.
"His goalscoring record in Holland in particular but in Sweden too has been prolific. We hope he will reproduce that sort of form for us in The Premier League."