_CurveInterpolator#

class rateslib.curves._CurveInterpolator(local, t, endpoints, node_dates, convention, curve_type)#

Bases: object

A container for data relating to interpolating _CurveNodes.

Attributes Summary

`convention`	The day count convention used to adjust interpolation functions.
`local`	The local interpolation name or function, if user defined.
`local_func`	The callable used for local interpolation
`local_name`	The str name of the local interpolation function.
`spline`	The `_CurveSpline` used for PPSpline interpolation.

Methods Summary

Serialize this object to JSON format.

Attributes Documentation

convention#: The day count convention used to adjust interpolation functions.

Methods Documentation

to_json()#

Serialize this object to JSON format.

The object can be deserialized using the from_json() method.