FITTEDBONDCURVE(1)

✨ FITTEDBONDCURVE(1) — the General Commands Manual era 🎀

okay bestie, let's talk about FittedBondCurve 🦋. It's an example program that shows off how to use QuantLib to fit discount curves. It's giving textbook energy but make it iconic 💅

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🌸 NAME

FittedBondCurve — an example of using QuantLib to fit discount curves 💖

🧚 SYNOPSIS

FittedBondCurve

Literally just type the name and go. No flags, no vibes check needed 🫶

💜 DESCRIPTION

okay so FittedBondCurve is an example of using QuantLib, and it is SO good at what it does 🔥

Here's the tea: 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 main character list of fitting methods is:

• exponential splines ✨
• simple polynomials 🍓
• Nelson-Siegel 🌈
• cubic B-splines 👑

After all that fitting, it shifts the evaluation date into the future to compute implied forward par rates. And it also computes yields after small price shifts. Ngl that's a whole main character arc 💀

🎀 SEE ALSO

Okay bestie, here's where you can go next 🦋

• 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) is the squad behind the whole library 💖

This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib. Iconic work, honestly 🙈

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Sign-off: QuantLib 25 February 2006 — FITTEDBONDCURVE(1) 🌸✨ Stay fitted, stay curvy, bestie 💜