1FITTEDBONDCURVE(1)          General Commands Manual         FITTEDBONDCURVE(1)
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NAME

6       FittedBondCurve - Example of using QuantLib to fit discount curves
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SYNOPSIS

9       FittedBondCurve
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DESCRIPTION

12       FittedBondCurve is an example of using QuantLib.
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14       For a given set of coupons and terms to maturity, it computes the value
15       of a bond by fitting the yields to a curve using different methods.
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17       The fitting methods are exponential splines, simple  polynomials,  Nel‐
18       son-Siegel,  and  cubic  B-splines.  It then shifts the evaluation date
19       into the future to compute implied forward par rates. It also  computes
20       yields after small price shifts.
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SEE ALSO

24       The  source  code  FittedBondCurve.cpp,  BermudanSwaption(1), Bonds(1),
25       CallableBonds(1), CDS(1), ConvertibleBonds(1), DiscreteHedging(1),  Eq‐
26       uityOption(1),   FRA(1),  MarketModels(1),  MulticurveBootstrapping(1),
27       Replication(1), Repo(1), the  QuantLib  documentation  and  website  at
28       https://www.quantlib.org.
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AUTHORS

32       The QuantLib Group (see Contributors.txt).
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34       This  manual  page was added by Dirk Eddelbuettel <edd@debian.org>, the
35       Debian GNU/Linux maintainer for QuantLib.
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39QuantLib                       25 February 2006             FITTEDBONDCURVE(1)