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Compiling virtual network adapter driver problem (net_device struct)
Post 302465909 by Corona688 on Sunday 24th of October 2010 09:23:39 PM
10-24-2010
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LEARN ABOUT CENTOS
fittedbondcurve
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), EquityOption(1), FRA(1), MarketModels(1), Replication(1), Repo(1), SwapValuation(1), the QuantLib documentation and website at http://quantlib.org. AUTHORS
The QuantLib Group (see Authors.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)