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

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

.. autoclass:: CubicInterpolatedDiscountCurve
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


   
      ~CubicInterpolatedDiscountCurve.__init__
      ~CubicInterpolatedDiscountCurve.discount
      ~CubicInterpolatedDiscountCurve.forward_rate
      ~CubicInterpolatedDiscountCurve.time_from_reference
      ~CubicInterpolatedDiscountCurve.zero_rate
   
   

   
   
   .. rubric:: Attributes

   .. autosummary::

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