:py:mod:`finpricing.market.discount_curve_zero`
===============================================

.. py:module:: finpricing.market.discount_curve_zero


Module Contents
---------------

Classes
~~~~~~~

.. autoapisummary::

   finpricing.market.discount_curve_zero.DiscountCurve
   finpricing.market.discount_curve_zero.FlatForwardInterpolator
   finpricing.market.discount_curve_zero.DiscountCurveZeroRates
   finpricing.market.discount_curve_zero.DiscountCurveZeroShifted




.. py:class:: DiscountCurve


   .. py:method:: discount(date: Union[finpricing.utils.date.Date, datetime.date])

      discount factor for date



.. py:class:: FlatForwardInterpolator(anchor_date: Union[finpricing.utils.date.Date, datetime.date], spot_date, dates, rates, day_counter, continuous_compounding)


   .. py:method:: run_continuous_flat_forward_rates()

      "derive forward rates using ontinuous compounding


   .. py:method:: continuous_discount(dt)

      "discount using continuous compounding


   .. py:method:: _annual_discount(rate, time)


   .. py:method:: run_annual_compounding()

      derive forward rates using annual compounding


   .. py:method:: annual_discount(dt)

      discount using annual compounding


   .. py:method:: eval(dt)

      "evaluate discount factor for dt using the correct discounting method



.. py:class:: DiscountCurveZeroRates(anchor_date=None, dates: list[float] = None, rates: list[float] = None, spot_date=None, continuous_compounding: bool = True, interp_type=InterpTypes.FLAT_FWD_RATES, day_count_type: finpricing.utils.day_count.DayCountTypes = DayCountTypes.ACT_365)


   Bases: :py:obj:`DiscountCurve`

   .. py:method:: discount(date: finpricing.utils.date.Date)

      discount factor for date



.. py:class:: DiscountCurveZeroShifted(underlying_curve: DiscountCurveZeroRates, alpha: float, beta: float = 1.0, day_count_type: finpricing.utils.day_count.DayCountTypes = DayCountTypes.ACT_365)


   .. py:method:: discount(date: Union[finpricing.utils.date.Date, datetime.date])

      discount factor for date