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.

Attributes:

compounding

day_counter

frequency

Returns the frequency used for computation.

rate

Methods

compound_factor(self, Time t)
equivalent_rate(self, Compounding comp, ...)
implied_rate(self, Real compound, ...)