quantlib.termstructures.yields.piecewise_yield_curve.

ZeroYieldBackwardFlatPiecewiseYieldCurve

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

Bases: YieldTermStructure

Attributes:
data

list of curve data

dates

list of curve dates

day_counter
extrapolation
max_date
max_time
nodes
reference_date
settlement_days
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)

zero_rate(self, d, ...)

Returns the implied zero-yield rate for the given date.