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Description: the C++ library named QHQ++ which includes four sub libraries QHQc++ (C++ Numerical Library), QHQmcmc++ (MCMC algorithms), QHQsv++ (Stochastic Volatility Model) and QHQyv++ (Yield Curve Modeling).
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Size: 1580487 |
Author: 徐剑 |
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Description: 进行分段三次Hermite插值和分段三次Spline插值，比较F-C取导数方法所得到期收益率曲线逼近中债结算公司的到期收益率曲线的效果的程序-Hermite interpolation for sub-three and three sub-Spline interpolation, comparing FC take derivative curve approximation method, due in settlement of debts due the company s procedures for the effect of yield curve
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Size: 3072 |
Author: youyouhun |
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Description: 收益率曲线计算方法,介绍很详细,而且是中文的-Yield curve calculation method, a very detailed introduction and is in Chinese
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Size: 89088 |
Author: raekwon |
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Description: Nelson－Siegel 模型
对债券收益率曲线的建模-Nelson-Siegel model to the bond yield curve modeling
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Size: 2048 |
Author: ZhouQ |
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Description: This file contains matlab codes for non-linear estimation of Bliss 1997 yield curve model
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Size: 1024 |
Author: Wali |
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Description: This file contains matlab codes for non-linear estimation of Sevasson 1994 yield curve model
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Size: 1024 |
Author: Wali |
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Description: This file contains matlab codes for non-linear estimation of Extende Nelson-Siegel (ASS) yield curve model
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Size: 1024 |
Author: Wali |
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Description: 一款期货分析交易软件,具有数据录入,统计,收益曲线等功能.-A futures trading software, data entry, statistics, yield curve and other functions.
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Size: 1346560 |
Author: 武伟 |
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Description: Yield Curve Information - by VBA
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Size: 1202176 |
Author: nsymefc |
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Description: The DMO s Yield Curve Model
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Size: 37888 |
Author: 陈夏夏 |
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Description: SDE Curve Yield Evalator for Bond Prices
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Size: 2099200 |
Author: Jatin |
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Description: 改进的黄金分割法（Fibonacci）用于求解非线性方程组的最优化问题，加上后面的main,可以求解一个产量模型最优参数的问题，并给出预测产量和累积产量的曲线。-Improved golden section method (Fibonacci) for solving nonlinear equations optimization problem, with the back of the main, a yield model can solve the problem of optimal parameters and gives predict yield and cumulative yield curve.
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Size: 1024 |
Author: zhanglu |
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Description: 用于分解收益率曲线，将之分为水平、斜率等因子.比单纯分析利率更加精确-
For decomposing the yield curve, which is divided into horizontal, slope and other factors. Is more accurate than a simple analysis interest rate
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Size: 847872 |
Author: wanghong |
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Description: 利用常见的技术指标macd进行量化选股投资，以及进行收益率曲线的模拟。(Macd, a common technical index, is used to quantify stock selection investment and to simulate the yield curve.)
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Size: 3108864 |
Author: 乾隆666 |
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Description: 采用能量等值法计算骨架曲线的屈服荷载及位移等(Calculating yield load and displacement of skeleton curve by energy equivalent method)
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Size: 231424 |
Author: Charles_Pan |
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Description: 混凝土应力应变曲线采用的10规范，损伤因子的计算采用的是sidiroff能量等价原理。初始损伤拉压均取在0.4*屈服强度位置。(The concrete stress-strain curve adopts the 10 specification, and the damage factor is calculated according to the Sidiroff energy equivalence principle.The initial damage tension and compression were all set at 0.4* yield strength.)
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Size: 4096 |
Author: 哈德斯菲尔德 |
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