Yield Curve family
| Banking category | Home |
Calculating aspects of the interest rate yield curve
| Component | What the name means |
|---|---|
| ZeroCoupon | Determines the Zero Coupon Discount factor using the Bootstrap method |
| FutureToSpot | Calculate a Spot Rate given a series of Future Rates |
| SpotToSpot | Calculate a FutureRate given a series of SpotRates. |