bond parametric discount curve

financepy.market.curves.bond_parametric_discount_curve

Class

BondParametricDiscountCurve

BondParametricDiscountCurve(
    anchor_dt: Date,
    bonds: list,
    clean_prices: list | numpy.ndarray,
    curve_fit_type: CurveFitTypes,
    curve_dc_type: DayCountTypes = <DayCountTypes.ACT_365F: 7>,
    do_build: bool = True,
) -> None

Inherits from: DiscountCurve

Fit a parametric discount curve to bond prices.

Methods

curve_fit

No description available.

build_curve


build_curve(
    self,
)

No description available.

df_t


df_t(
    self,
    t,
)

No description available.

bond_price_errors


bond_price_errors(
    self,
)

No description available.

bond_yield_errors


bond_yield_errors(
    self,
)

No description available.

rms_yield_error


rms_yield_error(
    self,
)

No description available.

rms_price_error


rms_price_error(
    self,
)

No description available.

plot_bond_yield_fit


plot_bond_yield_fit(
    self,
    title = 'Bond yield fit',
)

No description available.

plot_bond_yield_errors


plot_bond_yield_errors(
    self,
    title = 'Bond yield fit errors',
)

No description available.

plot_zero_rate


plot_zero_rate(
    self,
    title,
    ylabel = 'Zero Rate (%)',
)

No description available.

plot_fwd_rate


plot_fwd_rate(
    self,
    title,
    ylabel = 'Forward Rate (%)',
)

No description available.

Functions

f_fast


f_fast(
    params,
    *args,
)

No description available.

get_fit_bounds


get_fit_bounds(
    fit,
    n_params,
)

No description available.

Generated automatically from the FinancePy source code. Do not edit this file manually.