tf_quant_finance.rates.hagan_west.CurveBuilderResult

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Last updated: 2023-03-16.

tf_quant_finance.rates.hagan_west.CurveBuilderResult#

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Bond curve calibration results.

tf_quant_finance.rates.hagan_west.CurveBuilderResult(
    times, discount_rates, discount_factors, initial_discount_rates, converged,
    failed, iterations
)

Attributes:#

  • times: Rank 1 real Tensor. Times for the computed discount rates.

  • discount_rates: Rank 1 Tensor of the same dtype as times. The inferred discount rates.

  • discount_factors: Rank 1 Tensor of the same dtype as times. The inferred discount factors.

  • initial_discount_rates: Rank 1 Tensor of the same dtype as times. The initial guess for the discount rates.

  • converged: Scalar boolean Tensor. Whether the procedure converged.

  • failed: Scalar boolean Tensor. Whether the procedure failed.

  • iterations: Scalar int32 Tensor. Number of iterations performed.

Methods#

__eq__

__eq__(
    other
)

Method generated by attrs for class CurveBuilderResult.

__ge__

__ge__(
    other
)

Method generated by attrs for class CurveBuilderResult.

__gt__

__gt__(
    other
)

Method generated by attrs for class CurveBuilderResult.

__iter__

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__iter__()

__le__

__le__(
    other
)

Method generated by attrs for class CurveBuilderResult.

__len__

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__len__()

__lt__

__lt__(
    other
)

Method generated by attrs for class CurveBuilderResult.

__ne__

__ne__(
    other
)

Method generated by attrs for class CurveBuilderResult.

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