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

the kind of interpolator. Must be either ‘Linear’, ‘LogLinear’, ‘BackwardFlat’ or

‘Cubic’