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Bond_Curve_Fit_Method__Method__Exponential_Splines

Corresponds to the ExponentialSplinesFitting method in QuantLib.
The resulting discount factor P(T) for maturity T depends on whether a constrain at 0 is imposed or not.
Without the constrain, it depends on 10 parameters and has the form:
P(T) = α(1)exp(-κt)+α(2)exp(-2κt)+...+α(9)exp(-9κt)
with parameter ordering: α(1), α(2), ..., α(9), κ
With the constrain, it depends on 9 parameters and has the form:
P(T) = βexp(-κt)+α(1)exp(-2κt)+α(2)exp(-3κt)+...+α(8)exp(-9κt)
where β = 1-α(1)-α(2)-...-α(8)
and parameter ordering: α(1), α(2), ..., α(8), κ
See: Li, B., E. DeWetering, G. Lucas, R. Brenner and A. Shapiro (2001): "Merrill Lynch Exponential Spline Model." Merrill Lynch Working Paper
Warning: Convergence may be slow.