quantlib.termstructures.yields.piecewise_yield_curve.ForwardRateCubicPiecewiseYieldCurve.from_reference_date

classmethod ForwardRateCubicPiecewiseYieldCurve.from_reference_date(cls, Date reference_date, list helpers, DayCounter daycounter, Cubic i=Cubic(), Real accuracy=1e-12)

Fixed reference_date yield curve

Parameters:

reference_datequantlib.time.date.Date

The curve’s reference date

calendar: quantlib.time.calendar.Calendar

curve’s calendar

helperslist of quantlib.termstructures.rate_helpers.RateHelper

a list of rate helpers used to create the curve

day_counterquantlib.time.day_counter.DayCounter

the day counter used by this curve

accuracydouble (default 1e-12)

the tolerance