Yield Curve by QuantLib in Excel with market rates and cubic spline
How to create an interest rate yield curve in Excel out of market rates (deposits, futures, swaps), using QuantLib and applying cubic, spline interpolation.
The spreadsheet is available at https://www.deriscope.com/excel/Yield...
Blog article at https://blog.deriscope.com/index.php/...
For more information visit https://www.deriscope.com