quantlib.termstructures.inflation.piecewise_zero_inflation_curve.
PiecewiseZeroInflationCurve¶
- class PiecewiseZeroInflationCurve(Interpolator interpolator, Date reference_date, Date base_date, Frequency frequency, DayCounter day_counter, list instruments, Seasonality seasonality=Seasonality(), Real accuracy=1e-12)¶
Bases:
InterpolatedZeroInflationCurve- Attributes:
- base_date
- base_rate
- max_date
- reference_date
Methods
data(self)link_to(self, ...)zero_rate(self, d, ...)