# Explanation for Different Piecewise Yield Term Structures from QuantLib Python

I am new to QuantLib on Python, but as far as I understand, there are different types of piecewise yield term structures which exist on QuantLib which are bootstrapped on a number of interest rate instruments to create the zero curve.

However, there does not seem to be a formula or a clear documentation for me to understand what exactly is the difference between the different piecewise yield term structures.

The different piecewise yield term structures (interpolation methods) are as follows:

1. ql.PiecewiseLogLinearDiscount
2. ql.PiecewiseLogCubicDiscount
3. ql.PiecewiseLinearZero
4. ql.PiecewiseCubicZero
5. ql.PiecewiseLinearForward
6. ql.PiecewiseSplineCubicDiscount

Can someone please provide me with an explanation and/or formula attached to numbers 1, 5, and 6 please?

I did check the QuantLib Python Cookbook by Goutham Balaraman and Luigi Ballabio, and saw an explanation only for numbers 2, 3, and 4.

Any help will be most welcomed, thanks.