Open source tool for analyzing and rating sovereign and sub-sovereign issuers using a multi-year budget simulation. If you like this idea, please contribute to the open source project.

Class: WEB_REG_MT19937
A Pseudo Random Number Generation Class using the Mersenne twister pseudo random number generator.

random number (member functions):

unifrnd Generates random numbers from a continous uniform distribution
normrnd Generates random numbers from a normal distribution
lognrnd Generates random numbers from a log-normal distribution
exprnd Generates random numbers from an exponential distribution
gamrnd Generates random numbers from a gamma distribution
betarnd Generates random numbers from a beta distribution
trnd Generates random numbers from a student’s t-distribution
chi2rnd Generates random numbers from a chi-squared distribution
frnd Generates random numbers from a F distribution
wblrnd Generates random numbers from a Weibull distribution
gedrnd Generates random numbers from a generalized error distribution
nctrnd Generates random numbers from a noncentral t-distribution
ncx2rnd Generates random numbers from a noncentral chi-squared distribution
ncfrnd Generates random numbers from a noncentral F distribution
unidrnd Generates random numbers from a discrete uniform distribution
geornd Generates random numbers from a geometric distribution
binornd Generates random numbers from a binomial distribution
poissrnd Generates random numbers from a poisson distribution
hygernd Generates random numbers from a hypergeometric distribution
evrnd Generates random numbers from a gumbel distribution
gevrnd Generates random numbers from a generalized extreme value distribution
gprnd Generates random numbers from a generalized pareto distribution
sgenrand Initialize the pseudo random generator
genrand Generates random numbers with the Mersenne twister algorithm

1. Bootstraps TSY yield curve
2. Calculates discount factors
3. Calculates forward curve using natural spline
4. Writes the forward curve to a CSV file
Any comments would be appreciated.