YieldCurveFitter for Windows Mobile 5.x

Compute spot and intermediate term rates from U.S. Treasury yields on your mobile.
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YieldCurveFitter for Windows Mobile 5.x Ranking & Summary

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  • Rating:
  • License:
  • Free
  • Publisher Name:
  • PocketNumerix
  • Publisher web site:
  • http://pnmx.com/
  • Operating Systems:
  • Windows Mobile 5.x
  • File Size:
  • 368.98K

YieldCurveFitter for Windows Mobile 5.x Tags


YieldCurveFitter for Windows Mobile 5.x Description

YieldCurveFitter is a tool for computing the spot rate and several commonly used intermediate (non-T-bill) term rates. It 'knows' what yield curves act like, fitting with relatively few points. The two shortest term rates must be provided, but only a few of the last ten are needed to compute those not supplied by the user. Option investors will be primarily interested in the spot rate (which NillaHedge interprets as the risk free rate). Bond investors will be primarily interested in fitted yields for intermediate term rates, i.e. at maturities where no U.S. Treasury bond is offered, and any premium those investments may offer over the yield curve.


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