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

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
data(self)
link_to(self, ...)
zero_rate(self, d, ...)

Attributes

base_date
base_rate
max_date
observation_lag
reference_date

data(self)