----------------- API Documentation ----------------- .. toctree:: Interpolation ============= .. autosummary:: :nosignatures: interpolation.interpolation interpolation.no interpolation.left interpolation.constant interpolation.flat interpolation.right interpolation.flat interpolation.nearest interpolation.zero .. inheritance-diagram:: interpolation .. automodule:: interpolation Curve ===== .. autosummary:: :nosignatures: curve.Curve curve.DateCurve curve.RateCurve curve.DiscountFactorCurve curve.ZeroRateCurve curve.CashRateCurve curve.ShortRateCurve curve.CreditCurve curve.SurvivalProbabilityCurve curve.FlatIntensityCurve curve.ForwardSurvivalRate curve.HazardRateCurve .. inheritance-diagram:: curve .. automodule:: curve Fx Objects ========== .. autosummary:: :nosignatures: fx.FxCurve fx.FxContainer .. inheritance-diagram:: fx .. automodule:: fx Compounding =========== .. automodule:: compounding Cashflow ======== .. autosummary:: :nosignatures: cashflow.CashFlowList cashflow.AmortizingCashFlowList cashflow.AnnuityCashFlowList cashflow.RateCashFlowList cashflow.MultiCashFlowList cashflow.FixedLoan cashflow.FloatLoan cashflow.FixedFloatSwap .. inheritance-diagram:: cashflow .. automodule:: cashflow