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

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

.. autoclass:: ForwardRateLinearPiecewiseYieldCurve
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


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

   
   
   .. rubric:: Attributes

   .. autosummary::

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