:py:mod:`finpricing.market.survival_curve_ns` ============================================= .. py:module:: finpricing.market.survival_curve_ns Module Contents --------------- Classes ~~~~~~~ .. autoapisummary:: finpricing.market.survival_curve_ns.SurvivalCurve finpricing.market.survival_curve_ns.SurvivalCurveNelsonSiegel .. py:class:: SurvivalCurve(anchor_date) .. py:method:: survival(date: Union[finpricing.utils.date.Date, datetime.date]) .. py:class:: SurvivalCurveNelsonSiegel(anchor_date: Union[finpricing.utils.date.Date, datetime.date], pivot_dates: list[Union[finpricing.utils.date.Date, datetime.date]], params: list[float] = None) Bases: :py:obj:`SurvivalCurve` .. py:method:: f(t, a) :staticmethod: .. py:method:: f_integral(t, a) :staticmethod: .. py:method:: hazard_rates(t: float) -> float .. py:method:: survival(date: Union[finpricing.utils.date.Date, datetime.date]) .. py:method:: getSurvivalCurve(params: list[float]) create a new survival curve with the same anchor date and pivot dates but different parameters