Yield Curve Builder
The SciComp Yield Curve Builder constructs a yield curve from a set of user
defined input parameters and a series of user input cash and swap rates.
The Yield Curve Builder has three components: a parameter section, an input data section and an output data section.
Parameters
The Parameter section of the Yield Curve Builder lets the user specify various curve construction and output parameters.
Input Data
The Input Data section lets the user specify the yield curve tenor points and the corresponding cash and swap rates to be used in constructing the curve.
Output Data
The Output Data section is comprised of the yield and a discount factor curves.
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