quantlib.termstructures.yield_term_structure.
YieldTermStructure¶
- class YieldTermStructure¶
Bases:
TermStructure- Attributes:
- day_counter
- extrapolation
- max_date
- max_time
- reference_date
- settlement_days
Methods
discount(self, value, bool extrapolate=False)forward_rate(self, d1, d2, ...)Returns the forward interest rate between two dates or times.
time_from_reference(self, Date dt)zero_rate(self, d, ...)Returns the implied zero-yield rate for the given date.