:py:mod:`finpricing.utils.interpolator`
=======================================

.. py:module:: finpricing.utils.interpolator


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

Classes
~~~~~~~

.. autoapisummary::

   finpricing.utils.interpolator.InterpTypes
   finpricing.utils.interpolator.CurveInterpolator
   finpricing.utils.interpolator.Interpolator




.. py:class:: InterpTypes


   Bases: :py:obj:`enum.Enum`

   Generic enumeration.

   Derive from this class to define new enumerations.

   .. py:attribute:: FLAT_FWD_RATES
      :value: 1

      


.. py:class:: CurveInterpolator



.. py:class:: Interpolator(times, dfs, method: InterpTypes = InterpTypes.FLAT_FWD_RATES)


   Bases: :py:obj:`CurveInterpolator`

   .. py:property:: times


   .. py:property:: dfs


   .. py:method:: __repr__() -> str

      Return repr(self).


   .. py:method:: validate() -> None

      Validate input data


   .. py:method:: eval(t: float) -> float

      Evaluate discount factor at time t

      :param t: time (fraction of year)
      :type t: float

      :returns: interpolated discount factor
      :rtype: float