composite discount curve
financepy.market.curves.composite_discount_curve
Class
CompositeDiscountCurve
CompositeDiscountCurve(
child_curves: List[financepy.market.curves.discount_curve.DiscountCurve],
) -> None
Inherits from: DiscountCurve
A discount curve that is a sum (in rates) of 'children' discount curves
Methods
df_t
df_t(
self,
t: float | numpy.ndarray,
)
Return discount factors given a single or vector of dates.
ParentRate = Sum of children rates => Parent DF = product of
children dfs
Generated automatically from the FinancePy source code.
Do not edit this file manually.