quantlib.termstructures.yields.zero\_curve.BackwardFlatInterpolatedZeroCurve
============================================================================

.. currentmodule:: quantlib.termstructures.yields.zero_curve

.. autoclass:: BackwardFlatInterpolatedZeroCurve
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


   
      ~BackwardFlatInterpolatedZeroCurve.__init__
      ~BackwardFlatInterpolatedZeroCurve.discount
      ~BackwardFlatInterpolatedZeroCurve.forward_rate
      ~BackwardFlatInterpolatedZeroCurve.time_from_reference
      ~BackwardFlatInterpolatedZeroCurve.zero_rate
   
   

   
   
   .. rubric:: Attributes

   .. autosummary::

   
      ~BackwardFlatInterpolatedZeroCurve.data
      ~BackwardFlatInterpolatedZeroCurve.dates
      ~BackwardFlatInterpolatedZeroCurve.day_counter
      ~BackwardFlatInterpolatedZeroCurve.extrapolation
      ~BackwardFlatInterpolatedZeroCurve.max_date
      ~BackwardFlatInterpolatedZeroCurve.max_time
      ~BackwardFlatInterpolatedZeroCurve.nodes
      ~BackwardFlatInterpolatedZeroCurve.reference_date
      ~BackwardFlatInterpolatedZeroCurve.settlement_days
      ~BackwardFlatInterpolatedZeroCurve.times
      ~BackwardFlatInterpolatedZeroCurve.zero_rates