Yield curves

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Yield curves

Grześ Andruszkiewicz
Hi,

I am currently using only flat curves for testing (e.g. qlFlatForward method in Excel plugin). How can I create other curve shapes? This is mainly for testing/demonstration purposes, I don't have any actual market data.

Ciao,
Grzegorz

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Re: Yield curves

Luigi Ballabio
You can use interpolated curves. In Excel you can use qlDiscountCurve,
qlZeroCurve or qlForwardCurve; they interpolate discount factors, zero
yields or instantaneous forward rates, respectively.

Luigi

On Fri, May 31, 2013 at 1:17 PM, Grześ Andruszkiewicz
<[hidden email]> wrote:

> Hi,
>
> I am currently using only flat curves for testing (e.g. qlFlatForward method
> in Excel plugin). How can I create other curve shapes? This is mainly for
> testing/demonstration purposes, I don't have any actual market data.
>
> Ciao,
> Grzegorz
>
> ------------------------------------------------------------------------------
> Get 100% visibility into Java/.NET code with AppDynamics Lite
> It's a free troubleshooting tool designed for production
> Get down to code-level detail for bottlenecks, with <2% overhead.
> Download for free and get started troubleshooting in minutes.
> http://p.sf.net/sfu/appdyn_d2d_ap2
> _______________________________________________
> QuantLib-dev mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

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It's a free troubleshooting tool designed for production
Get down to code-level detail for bottlenecks, with <2% overhead.
Download for free and get started troubleshooting in minutes.
http://p.sf.net/sfu/appdyn_d2d_ap2
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