quantlib.termstructures.inflation.interpolated_zero_inflation_curve.

InterpolatedZeroInflationCurve

class InterpolatedZeroInflationCurve(Interpolator interpolator, Date reference_date, list dates, vector[Rate] rates, Frequency frequency, DayCounter day_counter, Seasonality seasonality)

Bases: ZeroInflationTermStructure

Attributes:

base_date

base_rate

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

data(self)
time_from_reference(self, Date dt)	date/time conversion
zero_rate(self, d, bool extrapolate=False)