Bond Curve Fit Method


Bond Curve Fit Method is a direct subtype of Math
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with functions Bond Curve Fit Method Functions, keys Bond Curve Fit Method keys and example object BndCrvFitM

TYPE INCLUSION RELATIONSHIPS

Math

Bond Curve Fit Method

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AVAILABLE FUNCTIONS

Create

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AVAILABLE CREATE FUNCTION KEYS

Constrain At Zero

Degree

Disc Crv

Knot Vector

Method

Optimization

Parameter Constraint

Reference

Set Optimization

Weights

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TYPICAL OBJECTS OF TYPE Bond Curve Fit Method

BndCrvFitM

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This type represents the algorithm employed for carrying out a non linear bond curve fit.
Several fitting methods are supported according to Method
Optionally, a custom Optimization may be supplied.
Optionally, custom bond weights may be supplied. Otherwise the bonds are weighted by inverse duration.