[Quantlib-users] question regarding discount factor interpolation

[Kiki z. <kik...@gm...>]

>
> hi,
>
> I'm new to quant lib and I have some basic (or even stupid) questions.
> Let's say I have a list of dates and discount factors and I want to
> interpolate discount factors between 2 dates.
>
> - how can I choose different interpolation methods using QuantLib python
> interface? (e.g. in zero rate space, or forward rate space. linear or
> non-linear, etc)
>
> - what is the most common interpolation method (or maybe top 2 methods)
> used in practice? This question could be subjective or maybe there's a
> widely used standard in the fixed income world.
>
> It will be very helpful if someone can point me to any relevant documents
> or tutorial website.
>
> Really appreciate the help!
> Kiki
>