Nonlinear interpolation with Solver to construct yield curve

The speaker uses the "solver" function in microsoft excel to more accurately peform nonlinear interpolation to build the US treasury bond yield curve.  The treasury does not publish yields for every term to maturity and for this reason, interpolation must be used to derive the yield for a non standard period of time.   
Tim Ord
Ord Oracle

Tim Ord is a technical analyst and expert in the theories of chart analysis using price, volume, and a host of proprietary indicators as a guide...
Day Trading Simulator provides the ability to simulate day trading 24 hours a day from anywhere in the world. TradingSim provides tick by tick data for...

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