quantlib.termstructures.yields.zero_curve.

InterpolatedZeroCurve

class InterpolatedZeroCurve

Bases: object

YieldTermStructure based on interpolation of zeroRates

Generics class parametered by an Interpolator.

Parameters:

interpolator: Interpolator

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

‘Cubic’