Inverted Yield Curve
Finance::BDT is a Perl module that implements BDT yield curve model. SYNOPSIS use Finance::BDT; use Data::Dumper my @y = (0, 0.0283, 0.029, 0.0322, 0.0401, 0.0435, 0.0464, 0.0508, 0.0512); ## YTM on strips my $vol = 0.20; ## constant volatility my $epsilon = 0.01; my ($r, $d, $A) =...
|License: Freeware||Size: 4.1 KB||Download (90): Finance::BDT Download|
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...
|License: Freeware||Size: 40.96 KB||Download (21): Bootstrapping Yield Curve Download|
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...
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Functions NELSONFUN and NELSONFIT evaluate and fit (with non-linear least-squares) the Nelson-Siegel function, a popular yield-curve approximation device.
|License: Shareware||Cost: $0.00 USD||Size: 10 KB||Download (18): Evaluate Nelson-Siegel function Download|
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 interface and perform some basic analysis and...
|License: Freeware||Size: 307.2 KB||Download (18): Using MATLAB(R) and Symbolic Math Toolbox(TM) to Develop and Analyze Financial Models Download|
CapeTools QuantTools Developer (C++, java, .NET, ActiveX) is a financial instrument modelling toolkit. The libraries contain more than 2100 functions used for managing, pricing and risk management of financial derivatives.Over 120 categories of financial functions are supported :Markets (Indexes,...
|License: Shareware||Cost: $2899.00 USD||Size: 58.99 MB||Download (28): CapeTools QuantTools Developer Download|
CapeTools QuantTools XL (Excel Addin) is a financial instrument modelling toolkit. The library contains more than 2100 functions used for managing, pricing and risk management of financial derivatives.
Over 120 categories of financial functions are supported :
Markets (Indexes, Calendar, FX...
|License: Commercial||Cost: $1610.00 USD||Size: 58.99 MB||Download (28): CapeTools QuantTools XL Download|
The LAB Fit is a software for Windows developed for treatment and analysis of experimental data. At LABFit program you are able to: 1) Treat similar data; 2) Treat non-similar data; 3) Determine propagated error; 4) Plot 2D and 3D graph; 5) Execute math calculations (system of equations, roots of...
Platforms: Windows, Windows CE
|License: Shareware||Cost: $60.00 USD||Size: 2.96 MB||Download (372): LAB Fit Curve Fitting Software Download|
Curve Pilot designed for teaching the basics of color corrections of images created by a digital camera or scanner. The traditional image editors use the curve method for color correction. The drawback of this method is that you don't always understand in which direction you should move certain...
|License: Demo||Cost: $49.95 USD||Size: 897 KB||Download (115): Curve Pilot for Mac Download|
Advanced Curve Creator is add-on software to AutoCAD, MAP or Civil3D. The Advanced Curve Creator (ACC) allows you to plot 2D mathematical functions in the AutoCAD environment as polylines. Mathematical expressions can be set in three forms: explicit (Cartesian), explicit (polar) and parametric...
|License: Commercial||Cost: $24.00 USD||Size: 609.83 KB||Download (166): Advanced Curve Creator Download|
The Bond Yield Calculator for Excel or OpenOffice Calc enables the automatic generation of scheduled bond payments and the calculation of resulting yield to maturity. The model is equipped to handle odd first time periods and is ideal to speed up bond payment and yield calculations. Key features...
Platforms: Windows, Mac
|License: Freeware||Size: 90 KB||Download (480): Bond Yield Calculator Download|
Data Curve Fit Creator Add-in is an easy-to-use data analysis add-in for Microsoft Excel. It adds curve fitting, interpolation, and data smoothing functions to Excel. Curve fitting functions include polynomial fits and a versatile local regression (loess) function. Interpolations include...
Platforms: Windows, Windows 8, Windows 7, Windows Server, Other
|License: Shareware||Cost: $79.95 USD||Size: 5.68 MB||Download (269): Data Curve Fit Creator Add-in Download|
C++ Elliptic Curve Cryptography library is a C++ library for elliptic curves cryptography. Libecc is a C++ elliptic curve cryptography library that supports fixed-size keys for maximum speed. The goal of this project is to become the first free Open Source library providing the means to...
|License: Freeware||Size: 1.4 MB||Download (298): C++ Elliptic Curve Cryptography library Download|
Crypt::ECDSA::Curve is a base class for ECC curves. These are for use with Crypt::ECDSA, a Math::GMPz based cryptography module. METHODS new Constructor. Takes the following named pair arguments: standard => standard-curve-name Used for named standard curves such as the NIST standard...
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|License: Freeware||Size: 1.83 MB||Download (197): Inverted Image Download|
Space Curve Explorer is a small, simple application specially designed to allow users to explore space curves.
Things are kept as easy as posible: you just enter the data and let this program compile them.
|License: Freeware||Download (44): Space Curve Explorer Download|
Creating sounds with Curve is intuitive and immediate. The waveform editor is irresistible, and provides completely new possibilities for experimentation and detailed tweaking. Three powerful oscillators, three envelope generators, two filters and four LFOs work together in a sophisticated...
Platforms: Windows, Windows Vista, XPX64, 7, 7x64
|License: Freeware||Download (119): CableGuys Curve Download|
|License: Shareware||Cost: $25.00 USD||Size: 1.6 MB||Download (29): Experience Curve Software Download|
This program calculates BER curve against SNR for QPSK Modulation in Gaussian Environment.It calculates 100 errors for for each SNR value before calculating BER. This gives a good approximation of BER.I hope this will help students alot.Please feel free to contact me should anyone has any queries.
|License: Freeware||Size: 10 KB||Download (21): BER Curve for QPSK in Gaussian Environment Download|
Calculate and plot BER curve against SNR for BPSK Modulation in Gaussian Environment.It calculates 100 errors to Calculate BER for every SNR value to ensure better approximation.I hope that this help students of signal processing and communications...
|License: Freeware||Size: 10 KB||Download (20): BER Curve for BPSK in Gaussian Environmen Download|