_WithOperations#

class rateslib.curves._WithOperations#

Bases: object

Provides automatic implementation of the curve operations required on a _BaseCurve.

Methods Summary

roll(tenor[, id])

Create a RolledCurve: translating the rate space of Self in time.

shift(spread[, id])

Create a ShiftedCurve: moving Self vertically in rate space.

translate(start[, id])

Create a TranslatedCurve: maintaining an identical rate space, but moving the initial node date forwards in time.

Methods Documentation

roll(tenor, id=NoInput.blank)#

Create a RolledCurve: translating the rate space of Self in time.

For examples see the documentation for RolledCurve.

Parameters:

  • tenor (datetime, str or int) – The measure of time by which to translate the curve through time.

  • id (str, optional) – Set the id of the returned curve.

Return type:

RolledCurve

shift(spread, id=NoInput.blank)#

Create a ShiftedCurve: moving Self vertically in rate space.

For examples see the documentation for ShiftedCurve.

Parameters:

  • spread (float, Dual, Dual2, Variable) – The number of basis points added to the existing curve.

  • id (str, optional) – Set the id of the returned curve.

Return type:

ShiftedCurve

translate(start, id=NoInput.blank)#

Create a TranslatedCurve: maintaining an identical rate space, but moving the initial node date forwards in time.

For examples see the documentation for TranslatedCurve.

Parameters:

  • start (datetime) – The new initial node date for the curve. Must be after the original initial node date.

  • id (str, optional) – Set the id of the returned curve.

Return type:

TranslatedCurve