---
name: "FittedBondCurve"
section: "1"
platform: "linux"
package: "quantlib-examples"
version: "1.38-1"
release: "Debian 13 (Trixie)"
platforms: ["linux"]
url: "https://new.carta.tech/FittedBondCurve"
---

# FittedBondCurve(1)

Example of using QuantLib to fit discount curves

## NAME

FittedBondCurve - Example of using QuantLib to fit discount curves

## SYNOPSIS

**FittedBondCurve**

## DESCRIPTION

**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.

## SEE ALSO

The source code *FittedBondCurve.cpp*, [**BermudanSwaption**(1)](/BermudanSwaption/1.md), [**Bonds**(1)](/Bonds/1.md), [**CallableBonds**(1)](/CallableBonds/1.md), [**CDS**(1)](/CDS/1.md), [**ConvertibleBonds**(1)](/ConvertibleBonds/1.md), [**DiscreteHedging**(1)](/DiscreteHedging/1.md), [**EquityOption**(1)](/EquityOption/1.md), [**FRA**(1)](/FRA/1.md), [**MarketModels**(1)](/MarketModels/1.md), [**MulticurveBootstrapping**(1)](/MulticurveBootstrapping/1.md), [**Replication**(1)](/Replication/1.md), [**Repo**(1)](/Repo/1.md), the QuantLib documentation and website at *https://www.quantlib.org*.

## AUTHORS

The QuantLib Group (see *Contributors.txt*).

This manual page was added by Dirk Eddelbuettel \<edd@debian.org\>, the Debian GNU/Linux maintainer for **QuantLib**.