quantlib.termstructures.yields.piecewise\_yield\_curve.DiscountBackwardFlatPiecewiseYieldCurve
==============================================================================================

.. currentmodule:: quantlib.termstructures.yields.piecewise_yield_curve

.. autoclass:: DiscountBackwardFlatPiecewiseYieldCurve
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


   
      ~DiscountBackwardFlatPiecewiseYieldCurve.__init__
      ~DiscountBackwardFlatPiecewiseYieldCurve.discount
      ~DiscountBackwardFlatPiecewiseYieldCurve.forward_rate
      ~DiscountBackwardFlatPiecewiseYieldCurve.from_reference_date
      ~DiscountBackwardFlatPiecewiseYieldCurve.time_from_reference
      ~DiscountBackwardFlatPiecewiseYieldCurve.zero_rate
   
   

   
   
   .. rubric:: Attributes

   .. autosummary::

   
      ~DiscountBackwardFlatPiecewiseYieldCurve.data
      ~DiscountBackwardFlatPiecewiseYieldCurve.dates
      ~DiscountBackwardFlatPiecewiseYieldCurve.day_counter
      ~DiscountBackwardFlatPiecewiseYieldCurve.extrapolation
      ~DiscountBackwardFlatPiecewiseYieldCurve.max_date
      ~DiscountBackwardFlatPiecewiseYieldCurve.max_time
      ~DiscountBackwardFlatPiecewiseYieldCurve.nodes
      ~DiscountBackwardFlatPiecewiseYieldCurve.reference_date
      ~DiscountBackwardFlatPiecewiseYieldCurve.settlement_days
      ~DiscountBackwardFlatPiecewiseYieldCurve.times
      ~DiscountBackwardFlatPiecewiseYieldCurve.trait