This is the command FittedBondCurve that can be run in the OnWorks free hosting provider using one of our multiple free online workstations such as Ubuntu Online, Fedora Online, Windows online emulator or MAC OS online emulator
FittedBondCurve - Example of using QuantLib to fit discount curves
FittedBondCurve is an example of using QuantLib.
For a given set of coupons and terms to maturity, it computes the value of a bond by
fitting the yields to a curve using different methods.
The fitting methods are exponential splines, simple polynomials, Nelson-Siegel, and cubic
B-splines. It then shifts the evaluation date into the future to compute implied forward
par rates. It also computes yields after small price shifts.
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