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FITTEDBONDCURVE(1)	    General Commands Manual	    FITTEDBONDCURVE(1)

NAME
       FittedBondCurve - Example of using QuantLib to fit discount curves

SYNOPSIS
       FittedBondCurve

DESCRIPTION
       FittedBondCurve is an example of	using QuantLib.

       For a given set of coupons and terms to maturity, it computes the value
       of a bond by fitting the	yields to a curve using	different methods.

       The fitting methods are exponential splines, simple  polynomials,  Nel-
       son-Siegel,  and	 cubic	B-splines.  It then shifts the evaluation date
       into the	future to compute implied forward par rates. It	also  computes
       yields after small price	shifts.

SEE ALSO
       The  source  code  FittedBondCurve.cpp,	BermudanSwaption(1), Bonds(1),
       CallableBonds(1), CDS(1), ConvertibleBonds(1), DiscreteHedging(1),  Eq-
       uityOption(1),	FRA(1),	 MarketModels(1),  MulticurveBootstrapping(1),
       Replication(1), Repo(1),	the  QuantLib  documentation  and  website  at
       http://quantlib.org.

AUTHORS
       The QuantLib Group (see Contributors.txt).

       This  manual  page was added by Dirk Eddelbuettel <edd@debian.org>, the
       Debian GNU/Linux	maintainer for QuantLib.

QuantLib		       25 February 2006		    FITTEDBONDCURVE(1)

NAME | SYNOPSIS | DESCRIPTION | SEE ALSO | AUTHORS

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