*Last updated: 2023-03-16.*

# Module: tf_quant_finance.rates

View source Functions to handle rates. ## Modules [`analytics`](../tf_quant_finance/rates/analytics.md) module: Functions to handle rates. [`constant_fwd`](../tf_quant_finance/rates/constant_fwd.md) module: Constant forward interpolation. [`forwards`](../tf_quant_finance/rates/forwards.md) module: Collection of functions to compute properties of forwards. [`hagan_west`](../tf_quant_finance/rates/hagan_west.md) module: Hagan West algorithm for rate interpolation and bootstrapping. [`nelson_seigel_svensson`](../tf_quant_finance/rates/nelson_seigel_svensson.md) module: Nelson Seigel Svensson interpolation. ## Classes [`class SwapCurveBuilderResult`](../tf_quant_finance/rates/SwapCurveBuilderResult.md): Swap curve calibration results. ## Functions [`swap_curve_bootstrap(...)`](../tf_quant_finance/rates/swap_curve_bootstrap.md): Constructs the zero swap curve using bootstrap method. [`swap_curve_fit(...)`](../tf_quant_finance/rates/swap_curve_fit.md): Constructs the zero swap curve using optimization.