Code Directory
 Visual Basic & VB.NET
New Code
C# QR Code Generator
Salesforce WordPress Customer Portal 3.2.0
Single Leg MLM 1.2.1
OzGIS 14.6
Quick Maps For Dynamics CRM 3.1
Job Board Software 4.2
PHP Real Estate Script 1.3.2
IP2Location Geolocation Database April.2019
dbForge Data Generator for Oracle 2.1
VisualNEO Web 2018.12.15
SentiMask SDK Trial 1.0.0
OrgChart JS 4.6.4
dotConnect for BigCommerce 1.8
FedEx Smart Shipping For Magento 1.0.0
Database Workbench Pro
Top Code
C++ Math Helper Class 1.0
Circle Fit (Taubin method) 1.0
Bullshit Bingo 1.0
unluac 1.0
PHPMaker 10.0
ClearImage Barcode 1D Pro 5.0
Pig Latin 0.1
Karamasoft UltimateCalendar 1.1
Rapid PHP Editor 2011 11.3
CodeX Barcode Control for .NET V1.0.0
MP3 Converter 2.68
Rapid CSS Editor 2005 6.02
ClearImage Barcode SDK 7.0
Top Rated
VisualNEO Web 2018.12.15
Paste phpSoftPro 1.4.1
Deals and Discounts Website Script 1.0.2
ADO.NET Provider for ExactTarget 1.0
Solid File System OS edition 5.1
Classified Ad Lister 1.0
Aglowsoft SQL Query Tools 8.2
Invoice Manager by PHPJabbers 3.0
ICPennyBid Penny Auction Script 4.0
PHP Review Script 1.0
ATN Resume Finder 2.0
ATN Site Builder 3.0
Availability Booking Calendar PHP 1.0
PHP GZ Blog Script 1.1
ATN Jobs Software 4.0
Natural Cubic Splines Yield Curve 1.0
File ID: 79970

Natural Cubic Splines Yield Curve 1.0
Download Natural Cubic Splines Yield Curve 1.0http://www.mathworks.comReport Error Link
License: Freeware
File Size: 10.0 KB
Downloads: 36
Submit Rating:
Natural Cubic Splines Yield Curve 1.0 Description
Description: The fitting of smooth curve through a set of data points and extention to this is the fitting of 'best fit' spline to a large set of data points which show the cerrent trend but which do not all lie above the curve. The method involves cluster analysis, that is, grouping the crude data into clusters and seed points are the limites of each cluster. The central for each clustrer become nodes through which a natural spline is fitted. There are five stages nessesary in the cluster analysis and calculation of node positions, summerised as follow: 1. starting with choosing seed points 2. determine two data point which are closest to each seed point (the nearest neighbour pair) 3. calculate the coordinate of weighted average of each nearest neighbour pair. 4. allocate the remaining data points to their appropriate cluster. 5. calculate the cordinate of the central point of each cluster, using weight average. This method can be used for approximation yield curve (with gross yields or zero yields), which is shown in those matlab code.

License: Freeware

Related: nearest, closest, neighbour, Calculate, weighted, coordinate, Point, determine, Positions, Calculation, summerised, follow, choosing, starting, average, allocate, gross, Yield, yields, shown

O/S:BSD, Linux, Solaris, Mac OS X

File Size: 10.0 KB

Downloads: 36

More Similar Code

Bootstrap the yield curve, discount curve and the forward curve from market data

***************** BOOTSTRAPPING RESULTS **********************

Time (Years)| Yield Curve | Discount Curve| Forward Curve |
0.51 | 1.2404% | 0.9938 | 1.2366% |
1.01 | 1.1857% | 0.9881 | 1.1282% |
1.52 | 1.4177% | 0.9788 | 1.8735% |
2.03 |...

Functions NELSONFUN and NELSONFIT evaluate and fit (with non-linear least-squares) the Nelson-Siegel function, a popular yield-curve approximation device.

Accepts a function to be approximated, and a list of x coordinates that are endpoints of interpolation intervals. Generates cubic splines matching the values and slopes at the ends of the intervals. Can generate fairly fast C code, or can be used...

By introducing the values d-deOC¦d-deOC¦of x and y parameters interpolate finds him and shows the equations graphically and numerically,

natural cubic spline or free boundary
Enter values d-deOC¦d-deOC¦of x [x0 ......

This routine plots the cubic-spline curve that will pass through given set of points.
It is assumed that the user has knowledge of the Mathematics that is being used in the program, if he / she has to understand the logic.
As a 'user of...

General Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. We also cover: Treasury's, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity. WebCab Bonds implements...

These files introduce how Symbolic Math Toolboxd-OC?D? can be used to evaluate Nelson Siegel and Svensson models, which are 2 widely used techniques for modeling yield data. We demonstrate how you can define the models in the MuPAD notebook...

Interpolation for .NET is a mathematical application which includes algorithm for calculating interpolation coefficients and interpolation in higher dimensions. Burlisch stoer algorithm can be used to provide error estimates. Users are allowed to...

This suite includes the following features: Interpolation ModulePolynomial Interpolation and extrapolation Lagrange's formula - for interpolating a function known at N points with a polynomial of degree N-1 Burlisch-Stoer algorithm - interpolates...

Add refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable; to your .NET, COM, and XML Web service Applications. The interpolation...

User Review for Natural Cubic Splines Yield Curve
- required fields

Please enter text on the image