Inverted Yield Curve

Bootstrap the yield curve, discount curve and the forward curve from market data***************** BOOTSTRAPPING RESULTS **********************Time (Years)| Yield Curve | Discount Curve| Forward Curve |----------------------------------------------------------------------- 0.51 | 1.2404% | 0.9938...

The fitting of smooth curve through a set of data points and extention to this is the fitting of 'best fit' spline to a large set of data points which show the cerrent trend but which do not all lie above the curve. The method involves cluster analysis, that is, grouping the crude data into...

Finance::BDT is a Perl module that implements BDT yield curve model. SYNOPSIS use Finance::BDT; use Data::Dumper my @y = (0, 0.0283, 0.029, 0.0322, 0.0401, 0.0435, 0.0464, 0.0508, 0.0512); ## YTM on strips my $vol = 0.20; ## constant volatility my $epsilon = 0.01; my ($r, $d, $A) =...


Platforms: *nix

Functions NELSONFUN and NELSONFIT evaluate and fit (with non-linear least-squares) the Nelson-Siegel function, a popular yield-curve approximation device.


Platforms: Matlab

These files introduce how Symbolic Math Toolboxd-OC?D? can be used to evaluate Nelson Siegel and Svensson models, which are 2 widely used techniques for modeling yield data. We demonstrate how you can define the models in the MuPAD notebook interface and perform some basic analysis and...


Platforms: Matlab

CapeTools QuantTools Developer (C++, java, .NET, ActiveX) is a financial instrument modelling toolkit. The libraries contain more than 2100 functions used for managing, pricing and risk management of financial derivatives.Over 120 categories of financial functions are supported :Markets (Indexes,...


Platforms: Windows

CapeTools QuantTools XL (Excel Addin) is a financial instrument modelling toolkit. The library contains more than 2100 functions used for managing, pricing and risk management of financial derivatives. Over 120 categories of financial functions are supported : Markets (Indexes, Calendar, FX...


Platforms: Windows

The LAB Fit is a software for Windows developed for treatment and analysis of experimental data. At LABFit program you are able to: 1) Treat similar data; 2) Treat non-similar data; 3) Determine propagated error; 4) Plot 2D and 3D graph; 5) Execute math calculations (system of equations, roots of...


Platforms: Windows, Windows CE

Curve Pilot designed for teaching the basics of color corrections of images created by a digital camera or scanner. The traditional image editors use the curve method for color correction. The drawback of this method is that you don't always understand in which direction you should move certain...


Platforms: Mac

Advanced Curve Creator is add-on software to AutoCAD, MAP or Civil3D. The Advanced Curve Creator (ACC) allows you to plot 2D mathematical functions in the AutoCAD environment as polylines. Mathematical expressions can be set in three forms: explicit (Cartesian), explicit (polar) and parametric...


Platforms: Windows

The Bond Yield Calculator for Excel or OpenOffice Calc enables the automatic generation of scheduled bond payments and the calculation of resulting yield to maturity. The model is equipped to handle odd first time periods and is ideal to speed up bond payment and yield calculations. Key features...


Platforms: Windows, Mac

Data Curve Fit Creator Add-in is an easy-to-use data analysis add-in for Microsoft Excel. It adds curve fitting, interpolation, and data smoothing functions to Excel. Curve fitting functions include polynomial fits and a versatile local regression (loess) function. Interpolations include...


Platforms: Windows, Windows 8, Windows 7, Windows Server

C++ Elliptic Curve Cryptography library is a C++ library for elliptic curves cryptography. Libecc is a C++ elliptic curve cryptography library that supports fixed-size keys for maximum speed. The goal of this project is to become the first free Open Source library providing the means to...


Platforms: *nix

Crypt::ECDSA::Curve is a base class for ECC curves. These are for use with Crypt::ECDSA, a Math::GMPz based cryptography module. METHODS new Constructor. Takes the following named pair arguments: standard => standard-curve-name Used for named standard curves such as the NIST standard...


Platforms: *nix

Inverted Image can create the inverted reflection in water effect with your photos, as well as the wave effect. Breathtaking results! It supports general image file formats.


Platforms: Windows

Space Curve Explorer is a small, simple application specially designed to allow users to explore space curves. Things are kept as easy as posible: you just enter the data and let this program compile them. for WindowsAll


Platforms: Windows

Creating sounds with Curve is intuitive and immediate. The waveform editor is irresistible, and provides completely new possibilities for experimentation and detailed tweaking. Three powerful oscillators, three envelope generators, two filters and four LFOs work together in a sophisticated...


Platforms: Windows, Windows Vista, XPX64, 7, 7x64

Experience Curve Software, Learning Curve Software (Strategic Analysis, Management)


Platforms: Windows

This program calculates BER curve against SNR for QPSK Modulation in Gaussian Environment.It calculates 100 errors for for each SNR value before calculating BER. This gives a good approximation of BER.I hope this will help students alot.Please feel free to contact me should anyone has any queries.


Platforms: Matlab

Calculate and plot BER curve against SNR for BPSK Modulation in Gaussian Environment.It calculates 100 errors to Calculate BER for every SNR value to ensure better approximation.I hope that this help students of signal processing and communications...


Platforms: Matlab