xenial (1) FittedBondCurve.1.gz

Provided by: quantlib-examples_1.7.1-1_amd64 bug

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.