quantlib.termstructures.yields.forward_curve.LinearInterpolatedForwardCurve.zero_rate¶
- LinearInterpolatedForwardCurve.zero_rate(self, d, DayCounter day_counter=None, Compounding compounding=Compounding.Continuous, Frequency frequency=Annual, bool extrapolate=False)¶
Returns the implied zero-yield rate for the given date.
The time is calculated as a fraction of year from the reference date.
- Parameters:
- d
Dateor Time Time or date used to calcule the zero-yield rate.
- day_counter
DayCounter The day counter used to compute the time.
- compoundingint
The compounding as defined in quantlib.compounding
- frequencyint
A frequency as defined in quantlib.time.date
- extrapolatebool, optional
Default to False
- d