Bond Curve Fitting in Excel using the QuantLib Nelson-Siegel and Svensson methods

Опубликовано: 14 Февраль 2026
на канале: Deriscope
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How to create an interest rate yield curve in Excel out of market bond prices using QuantLib and applying the Nelson-Siegel and Svenson methods
The spreadsheet is available at https://www.deriscope.com/excel/Yield...
Blog article at https://blog.deriscope.com/index.php/...
General info and downloads at https://www.deriscope.com