quantlib.termstructures.yields.piecewise_yield_curve.

PiecewiseYieldCurve

class PiecewiseYieldCurve

Bases: object

A piecewise yield curve.

Generics class parametered by a couple (trait, interpolator).

Parameters:

traitBootstrapTrait

the kind of curve. Must be either ‘BootstrapTrait.Discount’, ‘BootstrapTrait.ZeroYield’

or ‘BootstrapTrait.ForwardRate’

interpolatorInterpolator

the kind of interpolator. Must be either ‘Linear’, ‘LogLinear’, ‘BackwardFlat’ or ‘Cubic’