Fast, Multi-layer, interpolating curve building

Full featured financial fixed-income, credit, and bond analytics/risk

Brought to you by: lakshmi7977

Milestone: 2.1

Status: accepted

Owner: nobody

Labels: None

Updated: 2013-03-12

Created: 2013-03-12

Private: No

Discount/Credit Curve build out using highly efficient and robust curve calibration techniques.
Customize the build out based off of different node interpolation techniques, curve variate parameters, and boundary conditions.