quantlib.termstructures.yields.zero_spreaded_term_structure.ZeroSpreadedTermStructure

class ZeroSpreadedTermStructure(HandleYieldTermStructure h, Quote spread, Compounding comp=Continuous, Frequency freq=NoFrequency, DayCounter dc=DayCounter())

Bases: YieldTermStructure

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
discount(self, value, bool extrapolate=False)
forward_rate(self, d1, d2, ...)	Returns the forward interest rate between two dates or times.
time_from_reference(self, Date dt)
zero_rate(self, d, ...)	Returns the implied zero-yield rate for the given date.

Attributes

day_counter
extrapolation
max_date
max_time
reference_date
settlement_days