quantlib.termstructures.yields.piecewise_yield_curve.

ZeroYieldLogLinearPiecewiseYieldCurve

class ZeroYieldLogLinearPiecewiseYieldCurve(Natural settlement_days, Calendar calendar, list helpers, DayCounter daycounter, LogLinear i=LogLinear(), 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.