Quantlib Term Structures

Sample Term Structure

import QuantLib as ql # Set the evaluation date today = ql.Date(25, 6, 2026) ql.Settings.instance().evaluationDate = today # Create a flat forward yield curve of 4.5% rate = ql.SimpleQuote(0.045) day_counter = ql.Actual365Fixed() flat_curve = ql.FlatForward(today, ql.QuoteHandle(rate), day_counter)

Building a Curve

Bootstrap Interpolated Curve

Quantlib Term Structures

Sample Term Structure

Building a Curve

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