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

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

.. autoclass:: ForwardRateCubicPiecewiseYieldCurve
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


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

   
   
   .. rubric:: Attributes

   .. autosummary::

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