Query: fittedbondcurve
OS: centos
Section: 1
Format: Original Unix Latex Style Formatted with HTML and a Horizontal Scroll Bar
FITTEDBONDCURVE(1) General Commands Manual FITTEDBONDCURVE(1)NAMEFittedBondCurve - Example of using QuantLib to fit discount curvesSYNOPSISFittedBondCurveDESCRIPTIONFittedBondCurve 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 ALSOThe 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.AUTHORSThe 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)