quantlib.termstructures.yields.forward_curve.InterpolatedForwardCurve¶

class InterpolatedForwardCurve¶

Bases: object

YieldTermStructure based on interpolation of discountFactors

Generics class parametered by an Interpolator.

Parameters:

interpolator (Interpolator)
'Linear' (the kind of interpolator. Must be either) – ‘Cubic’
'LogLinear' – ‘Cubic’
or ('BackwardFlat') – ‘Cubic’

__init__()¶

Methods