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),
       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.