This file demonstrates calculation of yield curve using input data of following : 1.Market prices of bonds and their coupon payments 2.Times points for plotting yield curve
After pressing calculate button, it uses Nelder mead simplex method to optimize an objective function. The objective function compares market bond prices with bond prices calculated using guess values of forward rates. The optimized set of forward rates are then used to calculate yield curve
Got a question or problem with this link? Just enter your message and click on submit. No registration is required.