*Last updated: 2023-03-16.*
# tf_quant_finance.experimental.instruments.InterestRateMarket
View source
InterestRateMarket data.
```python
tf_quant_finance.experimental.instruments.InterestRateMarket(
reference_curve=attr_dict['reference_curve'].default,
discount_curve=attr_dict['discount_curve'].default,
libor_rate=attr_dict['libor_rate'].default,
swap_rate=attr_dict['swap_rate'].default,
volatility_curve=attr_dict['volatility_curve'].default
)
```
## Methods
__eq__
```python
__eq__(
other
)
```
Method generated by attrs for class InterestRateMarket.
__ge__
```python
__ge__(
other
)
```
Method generated by attrs for class InterestRateMarket.
__gt__
```python
__gt__(
other
)
```
Method generated by attrs for class InterestRateMarket.
__iter__
View source
```python
__iter__()
```
__le__
```python
__le__(
other
)
```
Method generated by attrs for class InterestRateMarket.
__len__
View source
```python
__len__()
```
__lt__
```python
__lt__(
other
)
```
Method generated by attrs for class InterestRateMarket.
__ne__
```python
__ne__(
other
)
```
Method generated by attrs for class InterestRateMarket.