quantlib.termstructures.yields.piecewise_yield_curve.

DiscountLogLinearPiecewiseYieldCurve

class DiscountLogLinearPiecewiseYieldCurve(Natural settlement_days, Calendar calendar, list helpers, DayCounter daycounter, LogLinear i=LogLinear(), Real accuracy=1e-12)

Bases: YieldTermStructure

Attributes:

calendar

Calendar: calendar

data

list of curve data

dates

list of curve dates

day_counter

DayCounter: day counter

extrapolation

max_date

Date: the latest date for which the curve can return values

max_time

Time: the latest time for which the curve can return values

nodes

reference_date

Date: the date at which discount = 1.0 and/or variance = 0.0

settlement_days

int: number of settlement days used for reference date calculation

times

list of curve times

trait

Methods

discount(self, value, bool extrapolate=False)
forward_rate(self, d1, d2, ...)	Returns the forward interest rate between two dates or times.
from_reference_date(cls, ...)	Fixed reference_date yield curve
time_from_reference(self, Date dt)	date/time conversion
zero_rate(self, d, ...)	Returns the implied zero-yield rate for the given date.