Variant 49
QuantLib Type | YieldTermStructure | ||
dayCounter | ACT/365F | ||
maxDate | 02-Apr-2024 | ||
maxTime | 2.010958904109589 | ||
referenceDate | 30-Mar-2022 | ||
calendar | N/A | ||
settlementDays | N/A | ||
jumpDates | |||
jumpTimes | |||
market quotes | 0.005 | 0.01 | |
curve pegs | 30-Mar-2022 | 03-Apr-2023 | 02-Apr-2024 |
curve values | 0.004998510118859546 | 0.004998510118859546 | 0.009986226255907319 |