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I am working on building zero curve using interpolation = ql.Linear(). I know that this method is very popular to build short and long end curve. But am wondering if there is any another way of interpolation to improvise my valuation like cubic spline ?. Please suggest some methods.

import QuantLib as ql
ql.Settings.instance().evaluationDate = todaysDate
interpolation = ql.Linear()

term_structure = ql.ZeroCurve(dates, rates, day_count, calendar, 
                          interpolation, compounding, compounding_frequency) 
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  • $\begingroup$ Any suggestions please ? $\endgroup$ – Rahul Mar 20 at 1:30

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