FittedBondCurve - Example of using QuantLib to fit discount curves

       The QuantLib Group (see Contributors.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)

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.

       FittedBondCurve - Example of using QuantLib to fit discount curves

       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.

FittedBondCurve