quantlib.mlab.term_structure

Copyright (C) 2013, Enthought Inc Copyright (C) 2013, Patrick Henaff

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.

Functions

zbt_libor_yield(instruments, yields, ...[, ...])

Bootstrap a zero-coupon curve from libor rates and swap yields