quantlib.termstructure.

TermStructure

class TermStructure

Bases: Observable

Basic term-structure functionality

Attributes:

calendar

Calendar: calendar

day_counter

DayCounter: day counter

max_date

Date: the latest date for which the curve can return values

max_time

Time: the latest time for which the curve can return values

reference_date

Date: the date at which discount = 1.0 and/or variance = 0.0

settlement_days

int: number of settlement days used for reference date calculation

Methods

time_from_reference(self, Date dt)

date/time conversion