[Quantlib-users] How to construct the term structure for Forward quote

[Daniel L. <dan...@gm...>]

Hi,

I have below information -

import QuantLib as ql

today = ql.Date(7, ql.March, 2014)
ql.Settings.instance().evaluationDate = today
u = ql.SimpleQuote(100.0)
r1 = ql.SimpleQuote(0.01)
yield = ql.SimpleQuote(0.02)
sigma = ql.SimpleQuote(0.20)
riskFreeCurve = ql.FlatForward(
0,
ql.TARGET(),
ql.QuoteHandle(r1),
ql.Actual360())
yieldCurve = ql.FlatForward(
0,
ql.TARGET(),
ql.QuoteHandle(yield),
ql.Actual360())

Given this information, I want to calculate the Term structure of the
Forward quotes for different dates in futures.

Can you please help me if QuantLib has any method to perform the same?

Many thanks for your time.