hpux man page for 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)