Package org.drip.sample.govvie

Boot/Spline Govvie Curve Construction
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    NonlinearGovvieCurve
    NonlinearGovvieCurve contains a demo of construction and usage of the non-linear treasury discount curve from government bond inputs.
    SplineGovvieCurve
    SplineGovvieCurve demonstrates the Construction and Usage of the Spline-based Govvie Curve.