Rates

You can describe the base asset using a two-column (N X 2) numpy array, where the first column is time, and the second represents term zero rates. It can be created like

discount_data = (
    "ZERO_RATES",
    np.array(
        [
            [1.0, 0.05],
            [2.0, 0.045],
            [5.0, 0.04],
        ]
    ),
)


dataset = {
    "BASE": "USD",
    "ASSETS": {"USD": discount_data},
}

Or alternatively, using np.column_stack from two arrays

times = np.array([1.0, 2.0, 5.0])
rates = np.array([0.05, 0.045, 0.04])
discount_data = ("ZERO_RATES", np.column_stack((times, rates)))

For complete dataset see dataset