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.
I refer to the following link: https://quantlib-python-docs.readthedocs.io/en/latest/termstructures.html#piecewise
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:
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.