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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
       https://www.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)

Want to link to this manual page? Use this URL:
<https://man.freebsd.org/cgi/man.cgi?query=FittedBondCurve&sektion=1&manpath=FreeBSD+Ports+15.0>

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