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

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

.. autoclass:: CubicInterpolatedForwardCurve
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


   
      ~CubicInterpolatedForwardCurve.__init__
      ~CubicInterpolatedForwardCurve.discount
      ~CubicInterpolatedForwardCurve.forward_rate
      ~CubicInterpolatedForwardCurve.time_from_reference
      ~CubicInterpolatedForwardCurve.zero_rate
   
   

   
   
   .. rubric:: Attributes

   .. autosummary::

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