Can I read Non-linear Yield Curve Fitting in Excel on EtoBox?

Non-linear Yield Curve Fitting in Excel by silver_rain_gr is a document available to read on EtoBox.

What is Non-linear Yield Curve Fitting in Excel about?

1. The document introduces curve fitting techniques to estimate the zero-coupon yield curve from coupon bond prices in a non-linear way. 2. Popular curve fitting methods discussed are the Nelson-Siegel model and cubic spline. 3. The document demonstrates how to implement curve fitting in Excel using Visual Basic macros to minimize pricing errors between observed and fitted bond prices.

Author

silver_rain_gr

Language

EN