The SpotRateCurve class abstracts a term structure of SpotRate objects.
The SpotRateCurve has a reference date (refdate
slot), that is a
mark to market date.
The SpotRates are indexed to future dates according to its reference date
and these future dates represent the terms of the SpotRateCurve.
Once the SpotRateCurve object is built, any SpotRate can be accessed
using indexing operations: []
positional indexing, [[]]
term indexing.
The SpotRateCurve inherits SpotRate class and has three slots: terms that is a Term object, refdate and interpolation that defines the method used to interpolate the curve.