CapeTools Bond Curves
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In total there are 3 functions present within the CapeTools Bond Curves category of functions.
General Description
Given deposit, futures, FRAs and Bond instruments, these functions can strip out a discount factor (yield) curve.
Function list.
- BONDYC_D - Creates a yield curve using deposits, FRAs, Futures, Swaps and Bond market instruments.
- BONDYC_F - Creates a yield curve using deposits, FRAs, Futures, Swaps and Bond market instruments.
- BONDYC_Z - Creates a yield curve using deposits, FRAs, Futures, Swaps and Bond market instruments.
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