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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,  Nelson-
     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),  Equity-
     Option(1),  FRA(1),  MarketModels(1),  MulticurveBootstrapping(1), Replica-
     tion(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 De-
     bian 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+15.1.quarterly>

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