<!--
This file is generated by a tool. Do not edit directly.
For open-source contributions the docs will be updated automatically.
-->

*Last updated: 2023-03-16.*

<div itemscope itemtype="http://developers.google.com/ReferenceObject">
<meta itemprop="name" content="tf_quant_finance.rates.hagan_west" />
<meta itemprop="path" content="Stable" />
</div>

# Module: tf_quant_finance.rates.hagan_west

<!-- Insert buttons and diff -->

<table class="tfo-notebook-buttons tfo-api" align="left">
</table>

<a target="_blank" href="https://github.com/paolodelia99/tf-quant-finance/blob/main/tf_quant_finance/rates/hagan_west/__init__.py">View source</a>



Hagan West algorithm for rate interpolation and bootstrapping.



## Modules

[`monotone_convex`](../../tf_quant_finance/rates/hagan_west/monotone_convex.md) module: The monotone convex interpolation method.

## Classes

[`class CurveBuilderResult`](../../tf_quant_finance/rates/hagan_west/CurveBuilderResult.md): Bond curve calibration results.

## Functions

[`bond_curve(...)`](../../tf_quant_finance/rates/hagan_west/bond_curve.md): Constructs the bond discount rate curve using the Hagan-West algorithm.

