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

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

.. autoclass:: LinearInterpolatedForwardCurve
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


   
      ~LinearInterpolatedForwardCurve.__init__
      ~LinearInterpolatedForwardCurve.discount
      ~LinearInterpolatedForwardCurve.forward_rate
      ~LinearInterpolatedForwardCurve.time_from_reference
      ~LinearInterpolatedForwardCurve.zero_rate
   
   

   
   
   .. rubric:: Attributes

   .. autosummary::

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