Yield Curves - Maple Help

Online Help

All Products    Maple    MapleSim


Home : Support : Online Help : Math Apps : Finance and Economics : Finance/Tour/TermStructures

Yield Curves

Overview

In the following application, we show how tools from the Finance package can be used to work with yield curves.

 

A yield curve shows the relation between several interest rates or bond yields and different terms or maturities, otherwise known as the "term structure of interest rates".  The plot below shows the zero-coupon curve and zero curve based on instantaneous forward rates.

Months

Years

1

2

6

2

5

10

30

Scale

Interpolation

 

More MathApps

MathApps/Finance and Economics

 


Download Help Document

Was this information helpful?



Please add your Comment (Optional)
E-mail Address (Optional)
What is ? This question helps us to combat spam