Bond Parametric Yield Curve
financepy.market.curves.bond_parametric_yield_curve
Classes
BondParametricYieldCurve
BondParametricYieldCurve(settle_dt: financepy.utils.date.Date, bonds: list, ylds: numpy.ndarray | list, curve_fit_type: financepy.market.curves.curve_fits.CurveFitTypes, curve_dc_type: financepy.utils.day_count.DayCountTypes = <DayCountTypes.ACT_365F: 7>) -> None
Fit and interpolate a bond yield curve.
Methods
interp_yield
interp_yield(self, maturity_dt: financepy.utils.date.Date)
Interpolate yield.
errors
errors(self)
Return RMS and maximum fit errors in basis points.
plot
plot(self, title, times: numpy.ndarray = None, ymin: float = None, ymax: float = None, filename: str = None)
Display yield curve.
Generated automatically from the FinancePy source code.
Do not edit this file manually.