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Re: Svensson overshooting when fitting the bond yield curve.

Posted by SteveGe on Oct 08, 2014; 1:08am
URL: http://quantlib.414.s1.nabble.com/Svensson-overshooting-when-fitting-the-bond-yield-curve-tp15926p15950.html

We are talking about the overshooting of Svensson implementation. It is the easiest way we can demonstrate something wrong with the implementation in Quantlib.  

I know we should use more bonds/instruments if possible. That is another topic for discussion, but not for this one.