bond parametric yield curve

financepy.market.curves.bond_parametric_yield_curve

Class

BondParametricYieldCurve

BondParametricYieldCurve(
    settle_dt: Date,
    bonds: list,
    ylds: numpy.ndarray | list,
    curve_fit_type: CurveFitTypes,
    curve_dc_type: DayCountTypes = <DayCountTypes.ACT_365F: 7>,
) -> None

Fit and interpolate a bond yield curve.

Methods

interp_yield


interp_yield(
    self,
    maturity_dt: 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.