quantlib.termstructures.yields.piecewise_yield_curve.PiecewiseYieldCurve¶
- class PiecewiseYieldCurve¶
Bases:
object
A piecewise yield curve.
Generics
class parametered by a couple (trait, interpolator).- Parameters:
trait (BootstrapTrait) –
- the kind of curve. Must be either ‘BootstrapTrait.Discount’, ‘BootstrapTrait.ZeroYield’
or ‘BootstrapTrait.ForwardRate’
interpolator (Interpolator) – the kind of interpolator. Must be either ‘Linear’, ‘LogLinear’, ‘BackwardFlat’ or ‘Cubic’
- __init__()¶
Methods
__init__
()