quantlib.termstructures.yields.forward\_curve.BackwardFlatInterpolatedForwardCurve
==================================================================================

.. currentmodule:: quantlib.termstructures.yields.forward_curve

.. autoclass:: BackwardFlatInterpolatedForwardCurve
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


   
      ~BackwardFlatInterpolatedForwardCurve.__init__
      ~BackwardFlatInterpolatedForwardCurve.discount
      ~BackwardFlatInterpolatedForwardCurve.forward_rate
      ~BackwardFlatInterpolatedForwardCurve.time_from_reference
      ~BackwardFlatInterpolatedForwardCurve.zero_rate
   
   

   
   
   .. rubric:: Attributes

   .. autosummary::

   
      ~BackwardFlatInterpolatedForwardCurve.data
      ~BackwardFlatInterpolatedForwardCurve.dates
      ~BackwardFlatInterpolatedForwardCurve.day_counter
      ~BackwardFlatInterpolatedForwardCurve.extrapolation
      ~BackwardFlatInterpolatedForwardCurve.forwards
      ~BackwardFlatInterpolatedForwardCurve.max_date
      ~BackwardFlatInterpolatedForwardCurve.max_time
      ~BackwardFlatInterpolatedForwardCurve.nodes
      ~BackwardFlatInterpolatedForwardCurve.reference_date
      ~BackwardFlatInterpolatedForwardCurve.settlement_days
      ~BackwardFlatInterpolatedForwardCurve.times