quantlib.termstructures.yields.discount\_curve.BackwardFlatInterpolatedDiscountCurve
====================================================================================

.. currentmodule:: quantlib.termstructures.yields.discount_curve

.. autoclass:: BackwardFlatInterpolatedDiscountCurve
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


   
      ~BackwardFlatInterpolatedDiscountCurve.__init__
      ~BackwardFlatInterpolatedDiscountCurve.discount
      ~BackwardFlatInterpolatedDiscountCurve.forward_rate
      ~BackwardFlatInterpolatedDiscountCurve.time_from_reference
      ~BackwardFlatInterpolatedDiscountCurve.zero_rate
   
   

   
   
   .. rubric:: Attributes

   .. autosummary::

   
      ~BackwardFlatInterpolatedDiscountCurve.data
      ~BackwardFlatInterpolatedDiscountCurve.dates
      ~BackwardFlatInterpolatedDiscountCurve.day_counter
      ~BackwardFlatInterpolatedDiscountCurve.discounts
      ~BackwardFlatInterpolatedDiscountCurve.extrapolation
      ~BackwardFlatInterpolatedDiscountCurve.max_date
      ~BackwardFlatInterpolatedDiscountCurve.max_time
      ~BackwardFlatInterpolatedDiscountCurve.nodes
      ~BackwardFlatInterpolatedDiscountCurve.reference_date
      ~BackwardFlatInterpolatedDiscountCurve.settlement_days
      ~BackwardFlatInterpolatedDiscountCurve.times