*Last updated: 2023-03-16.*
# tf_quant_finance.experimental.instruments.RateCurve
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Represents an interest rate curve.
```python
tf_quant_finance.experimental.instruments.RateCurve(
maturity_dates, rates, valuation_date, compounding=None, interpolator=None,
dtype=None, name=None
)
```
#### Args:
* `maturity_dates`: A `DateTensor` containing the maturity dates on which the
curve is specified.
* `rates`: A `Tensor` of real dtype specifying the rates (or yields)
corresponding to the input maturities. The shape of this input should
match the shape of `maturity_dates`.
* `valuation_date`: A scalar `DateTensor` specifying the valuation (or
settlement) date for the curve.
* `compounding`: Optional scalar `Tensor` of dtype int32 specifying the
compounding frequency of the input rates. Use compounding=0 for
continuously compounded rates. If compounding is different than 0, then
rates are converted to continuously componded rates to perform
interpolation.
Default value: If omitted, the default value is 0.
* `interpolator`: Optional Python callable specifying the desired
interpolation method. It should have the following interface: yi =
interpolator(xi, x, y) `x`, `y`, 'xi', 'yi' are all `Tensors` of real
dtype. `x` and `y` are the sample points and values (respectively) of
the function to be interpolated. `xi` are the points at which the
interpolation is desired and `yi` are the corresponding interpolated
values returned by the function.
Default value: None in which case linear interpolation is used.
* `dtype`: `tf.Dtype`. Optional input specifying the dtype of the `rates`
input.
* `name`: Python str. The name to give to the ops created by this function.
Default value: `None` which maps to 'rate_curve'.
#### Attributes:
* `valuation_date`
## Methods
get_discount_factor
View source
```python
get_discount_factor(
interpolation_dates
)
```
Returns discount factors at `interpolation_dates`.
get_forward_rate
View source
```python
get_forward_rate(
start_date, maturity_date, daycount_fraction=None
)
```
Returns the simply accrued forward rate between [start_dt, maturity_dt].
#### Args:
* `start_date`: A `DateTensor` specifying the start of the accrual period
for the forward rate.
* `maturity_date`: A `DateTensor` specifying the end of the accrual period
for the forward rate. The shape of `maturity_date` must be the same
as the shape of the `DateTensor` `start_date`.
* `daycount_fraction`: An optional `Tensor` of real dtype specifying the
time between `start_date` and `maturity_date` in years computed using
the forward rate's day count basis. The shape of the input should be
the same as that of `start_date` and `maturity_date`.
Default value: `None`, in which case the daycount fraction is computed
using `ACTUAL_365` convention.
#### Returns:
A real tensor of same shape as the inputs containing the simply compounded
forward rate.
get_rates
View source
```python
get_rates(
interpolation_dates
)
```
Returns interpolated rates at `interpolation_dates`.