quantlib.termstructures.yields.forward_spreaded_term_structure.ForwardSpreadedTermStructure

class ForwardSpreadedTermStructure(YieldTermStructure yldtermstruct, Quote spread)

Bases: YieldTermStructure

Constructor Inputs:

1. YieldTermStructure

2. Quote

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
discount(self, value, bool extrapolate=False)
forward_rate(self, d1, d2, ...)	Returns the forward interest rate between two dates or times.
link_to(self, YieldTermStructure structure, ...)
time_from_reference(self, Date dt)
zero_rate(self, d, ...)	Returns the implied zero-yield rate for the given date.

Attributes

day_counter
extrapolation
max_date
max_time
reference_date
settlement_days