quantlib.termstructures.yields.piecewise\_yield\_curve.ForwardRateBackwardFlatPiecewiseYieldCurve
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.. currentmodule:: quantlib.termstructures.yields.piecewise_yield_curve

.. autoclass:: ForwardRateBackwardFlatPiecewiseYieldCurve
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


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

   
   
   .. rubric:: Attributes

   .. autosummary::

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