quantlib.interest_rate.InterestRate

class InterestRate(double rate, DayCounter dc, Compounding compounding, int frequency)

Bases: object

This class encapsulate the interest rate compounding algebra.

It manages day-counting conventions, compounding conventions, conversion between different conventions, discount/compound factor calculations, and implied/equivalent rate calculations.

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
compound_factor(self, Time t)
equivalent_rate(self, Compounding comp, ...)
implied_rate(self, Real compound, ...)

Attributes

compounding
day_counter
frequency	Returns the frequency used for computation.
rate

compound_factor(self, Time t)

equivalent_rate(self, Compounding comp, Frequency freq, Time t)

frequency

Returns the frequency used for computation.

If the Frequency does not make sense, it returns NoFrequency. Frequency only make sense when compounding is Compounded or SimpleThenCompounded.

implied_rate(self, Real compound, DayCounter result_dc, Compounding comp, Frequency freq, Time t)