Composite Discount Curve
financepy.market.curves.composite_discount_curve
Classes
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
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