How to Build Cubic Spline Curve HAIJAN GU

ISBN:

Published: March 6th 2013

Kindle Edition

52 pages


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How to Build Cubic Spline Curve  by  HAIJAN GU

How to Build Cubic Spline Curve by HAIJAN GU
March 6th 2013 | Kindle Edition | PDF, EPUB, FB2, DjVu, talking book, mp3, ZIP | 52 pages | ISBN: | 9.65 Mb

The Japanese government bond analytic is a bit unique. It is different than any other countries in the world, so it is important to give a special introduction for it. I will use JGB as a short for Japanese government bond.For US government bondMoreThe Japanese government bond analytic is a bit unique.

It is different than any other countries in the world, so it is important to give a special introduction for it. I will use JGB as a short for Japanese government bond.For US government bond markets, they are very liquid and trading volumes are very high, so their price information are reliable. I believe there are a lot of books covering US bond markets and their analytic. There are not many books available for JGB markets, and I would like to share some of my knowledge for this topic.This book shows how to use pure spread sheet functions to build our bond curve. It shows how to use Least Squares Method to find best solutions.

It shows how to make the fitted curve smooth using the first derivative for the connecting points. If you are new to the bond analytic, it will help you to understand the basic of curve model.



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