tf_quant_finance.experimental.instruments.InterestRateMarket

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Last updated: 2023-03-16.

tf_quant_finance.experimental.instruments.InterestRateMarket#

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InterestRateMarket data.

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__

__eq__(
    other
)

Method generated by attrs for class InterestRateMarket.

__ge__

__ge__(
    other
)

Method generated by attrs for class InterestRateMarket.

__gt__

__gt__(
    other
)

Method generated by attrs for class InterestRateMarket.

__iter__

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__iter__()

__le__

__le__(
    other
)

Method generated by attrs for class InterestRateMarket.

__len__

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__len__()

__lt__

__lt__(
    other
)

Method generated by attrs for class InterestRateMarket.

__ne__

__ne__(
    other
)

Method generated by attrs for class InterestRateMarket.

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